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Problem when bb_width = 0 #17

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Vintelligence opened this issue Dec 15, 2024 · 0 comments
Open

Problem when bb_width = 0 #17

Vintelligence opened this issue Dec 15, 2024 · 0 comments

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@Vintelligence
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Hi,

I had an error when backtesting with the provided strategy. The error which raised when bb_width was 0.

This line of code in the strategy then caused 'V' to be populated with the value '-inf'. Which caused errors when training the model.

I replace this line of code:

dataframe['V'] = 1 / bb_width

With this:

dataframe['V'] = np.where(bb_width == 0, np.nan, 1 / bb_width)

(populated 'V' with nan when bb_width = 0)

I don't know if this is a proper solution?

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