Hi there. I'm having trouble getting bta-lib's adx() to work. Would greatly appreciate any help I can get from this group.

Here's a small piece of code that demonstrates the problem, and below the code is the output I get from running it.

C O D E:
https://gist.github.com/randie/5cac0dbf845b8b323a311ed32abea2c7

import pandas as pd
import btalib as bta

df = pd.read_csv("data/tickers/AMD.csv", parse_dates=True, index_col='Date')

df['rsi'] = bta.rsi(df).df  # works
df['adx'] = bta.adx(df).df  # does not work

print(df.tail())

O U T P U T:

#
# Output with adx() line commented out => works
#
(sandbox) 10:38 • screener • master • d5822cb ✗
❯ /opt/anaconda3/envs/sandbox/bin/python /Users/randie/projects/screener/bta-adx.py
                 Open       High        Low      Close  Adj Close    Volume        rsi
Date                                                                                  
2021-03-19  78.489998  79.339996  77.589996  79.059998  79.059998  42247100  42.284132
2021-03-22  79.989998  81.269997  79.220001  80.300003  80.300003  39648600  44.939105
2021-03-23  80.129997  80.339996  77.949997  78.379997  78.379997  40466600  41.737588
2021-03-24  77.550003  78.800003  76.400002  76.480003  76.480003  43753600  38.792404
2021-03-25  75.849998  76.949997  74.959999  76.220001  76.220001  44663000  38.393151

#
# Output with adx() line back in => does not work!
#
(sandbox) 10:38 • screener • master • d5822cb ✗
❯ /opt/anaconda3/envs/sandbox/bin/python /Users/randie/projects/screener/bta-adx.py
Traceback (most recent call last):
  File "/Users/randie/projects/sandbox/python/screener/adx.py", line 8, in <module>
    df['adx'] = bta.adx(df).df  # does not work
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 97, in __init__
    self._pdm = self._smoother(pdm, **smoothargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 52, in __init__
    self.o.smacc = _ewm._lfilter(alpha=1.0, beta=(p - 1) / p)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 343, in _lfilter
    return self._apply(_sp_lfilter)  # trigger __getattr__ for _apply
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 379, in call_op
    result[self._minidx:] = r = op(*sargs, **kwargs)  # run/store
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 469, in _apply
    return self._apply_blockwise(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 384, in _apply_blockwise
    return self._apply_series(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 373, in _apply_series
    result = homogeneous_func(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 461, in homogeneous_func
    result = calc(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 455, in calc
    return func(x, start, end, min_periods)
TypeError: _sp_lfilter() takes 1 positional argument but 4 were given

@run-out I found the library version incompatibility! I was running with numpy v1.20.1, the latest version. I installed an older version, the version of numpy available right around when btalib v1.0.0 was released, numpy v1.18.2. It worked So that means bta-lib needs to be updated to work with the latest versions of pandas and numpy.

Thanks again for taking the time to work this out with me

Here's my output now:

(sandbox) 13:13 • screener • master • d5822cb ✗
❯ python bta-adx.py
numpy v1.18.2
pandas v1.0.4
btalib v1.0.0
                 Open       High        Low  ...    Volume        rsi        adx
Date                                         ...
2021-03-22  79.989998  81.269997  79.220001  ...  39648600  44.939105  26.393616
2021-03-23  80.129997  80.339996  77.949997  ...  40466600  41.737588  26.112061
2021-03-24  77.550003  78.800003  76.400002  ...  43753600  38.792404  26.252038
2021-03-25  75.849998  76.949997  74.959999  ...  44735100  38.393151  26.729348
2021-03-26  76.620003  77.500000  75.029999  ...  49109400  41.367524  26.915669

[5 rows x 8 columns]

@run-out I found the library version incompatibility! I was running with numpy v1.20.1, the latest version. I installed an older version, the version of numpy available right around when btalib v1.0.0 was released, numpy v1.18.2. It worked So that means bta-lib needs to be updated to work with the latest versions of pandas and numpy.

Thanks again for taking the time to work this out with me

Here's my output now:

(sandbox) 13:13 • screener • master • d5822cb ✗
❯ python bta-adx.py
numpy v1.18.2
pandas v1.0.4
btalib v1.0.0
                 Open       High        Low  ...    Volume        rsi        adx
Date                                         ...
2021-03-22  79.989998  81.269997  79.220001  ...  39648600  44.939105  26.393616
2021-03-23  80.129997  80.339996  77.949997  ...  40466600  41.737588  26.112061
2021-03-24  77.550003  78.800003  76.400002  ...  43753600  38.792404  26.252038
2021-03-25  75.849998  76.949997  74.959999  ...  44735100  38.393151  26.729348
2021-03-26  76.620003  77.500000  75.029999  ...  49109400  41.367524  26.915669

[5 rows x 8 columns]

@run-out Thanks again for responding

I tried pandas v1.0.4 (the version that worked for you), but some other error came up 🤨 This time the error looks like it's in numpy- what version of numpy is installed in your venv? Mine is v1.20.1.

Here's my output:

(sandbox) 11:47 • screener • master • d5822cb ✗
❯ python
Python 3.8.8 (default, Feb 24 2021, 13:46:16)
[Clang 10.0.0 ] :: Anaconda, Inc. on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import btalib
>>> btalib.__version__
'1.0.0'
>>> import pandas as pd
>>> pd.__version__
'1.0.4'
>>> df = pd.read_csv("data/tickers/AMD.csv", parse_dates=True, index_col='Date')
>>> adx = btalib.ADX(df).df
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 92, in __init__
    upmove = self.i.high.diff(periods=self.p._period)  # can apply diff
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 140, in real_standard_op
    result = pd.Series(np.nan, index=self._series.index)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/series.py", line 305, in __init__
    data = sanitize_array(data, index, dtype, copy, raise_cast_failure=True)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/construction.py", line 465, in sanitize_array
    subarr = construct_1d_arraylike_from_scalar(value, len(index), dtype)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/dtypes/cast.py", line 1452, in construct_1d_arraylike_from_scalar
    subarr = np.empty(length, dtype=dtype)
TypeError: Cannot interpret '<attribute 'dtype' of 'numpy.generic' objects>' as a data type

@run-out Thanks for your response.

It's not a notebook thing- I am running in the terminal, not a Jupyter notebook.

A little surprised it works in Pycharm but fails in other environments because the error is a TypeError regarding positional args which makes me think it's either a coding error or some library version incompatibility? ¯\_(ツ)_/¯

Btw, I'm running python v3.8.8 from the Anaconda distribution. What version of python are you running? Can you post your output, the one that works in Pycharm?

From my terminal:

(sandbox) 20:32 • screener • master • d5822cb ✗
❯ hardpath $(which python)
/opt/anaconda3/envs/sandbox/bin/python3.8

(sandbox) 20:32 • screener • master • d5822cb ✗
❯ python bta-adx.py
Traceback (most recent call last):
  File "bta-adx.py", line 7, in <module>
    df['adx'] = bta.adx(df).df  # does not work
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 97, in __init__
    self._pdm = self._smoother(pdm, **smoothargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 52, in __init__
    self.o.smacc = _ewm._lfilter(alpha=1.0, beta=(p - 1) / p)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 343, in _lfilter
    return self._apply(_sp_lfilter)  # trigger __getattr__ for _apply
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 379, in call_op
    result[self._minidx:] = r = op(*sargs, **kwargs)  # run/store
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 469, in _apply
    return self._apply_blockwise(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 384, in _apply_blockwise
    return self._apply_series(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 373, in _apply_series
    result = homogeneous_func(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 461, in homogeneous_func
    result = calc(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 455, in calc
    return func(x, start, end, min_periods)
TypeError: _sp_lfilter() takes 1 positional argument but 4 were given

Hi there. I'm having trouble getting bta-lib's adx() to work. Would greatly appreciate any help I can get from this group.

Here's a small piece of code that demonstrates the problem, and below the code is the output I get from running it.

C O D E:
https://gist.github.com/randie/5cac0dbf845b8b323a311ed32abea2c7

import pandas as pd
import btalib as bta

df = pd.read_csv("data/tickers/AMD.csv", parse_dates=True, index_col='Date')

df['rsi'] = bta.rsi(df).df  # works
df['adx'] = bta.adx(df).df  # does not work

print(df.tail())

O U T P U T:

#
# Output with adx() line commented out => works
#
(sandbox) 10:38 • screener • master • d5822cb ✗
❯ /opt/anaconda3/envs/sandbox/bin/python /Users/randie/projects/screener/bta-adx.py
                 Open       High        Low      Close  Adj Close    Volume        rsi
Date                                                                                  
2021-03-19  78.489998  79.339996  77.589996  79.059998  79.059998  42247100  42.284132
2021-03-22  79.989998  81.269997  79.220001  80.300003  80.300003  39648600  44.939105
2021-03-23  80.129997  80.339996  77.949997  78.379997  78.379997  40466600  41.737588
2021-03-24  77.550003  78.800003  76.400002  76.480003  76.480003  43753600  38.792404
2021-03-25  75.849998  76.949997  74.959999  76.220001  76.220001  44663000  38.393151

#
# Output with adx() line back in => does not work!
#
(sandbox) 10:38 • screener • master • d5822cb ✗
❯ /opt/anaconda3/envs/sandbox/bin/python /Users/randie/projects/screener/bta-adx.py
Traceback (most recent call last):
  File "/Users/randie/projects/sandbox/python/screener/adx.py", line 8, in <module>
    df['adx'] = bta.adx(df).df  # does not work
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 97, in __init__
    self._pdm = self._smoother(pdm, **smoothargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 52, in __init__
    self.o.smacc = _ewm._lfilter(alpha=1.0, beta=(p - 1) / p)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 343, in _lfilter
    return self._apply(_sp_lfilter)  # trigger __getattr__ for _apply
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 379, in call_op
    result[self._minidx:] = r = op(*sargs, **kwargs)  # run/store
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 469, in _apply
    return self._apply_blockwise(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 384, in _apply_blockwise
    return self._apply_series(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 373, in _apply_series
    result = homogeneous_func(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 461, in homogeneous_func
    result = calc(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 455, in calc
    return func(x, start, end, min_periods)
TypeError: _sp_lfilter() takes 1 positional argument but 4 were given