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Merge pull request #3719 from freqtrade/fix/crossed_numpy_types

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Allow numpy numbers as comparisons, too
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Matthias 2020-08-26 10:02:55 +02:00 committed by GitHub
commit d1fe3c1a3d
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3 changed files with 19 additions and 3 deletions
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2
freqtrade/vendor/qtpylib/indicators.py vendored
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@ -222,7 +222,7 @@ def crossed(series1, series2, direction=None):
if isinstance(series1, np.ndarray):
series1 = pd.Series(series1)
if isinstance(series2, (float, int, np.ndarray)):
if isinstance(series2, (float, int, np.ndarray, np.integer, np.floating)):
series2 = pd.Series(index=series1.index, data=series2)
if direction is None or direction == "above":

18
tests/test_indicators.py Normal file
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@ -0,0 +1,18 @@
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import pandas as pd
def test_crossed_numpy_types():
"""
This test is only present since this method currently diverges from the qtpylib implementation.
And we must ensure to not break this again once we update from the original source.
"""
series = pd.Series([56, 97, 19, 76, 65, 25, 87, 91, 79, 79])
expected_result = pd.Series([False, True, False, True, False, False, True, False, False, False])
assert qtpylib.crossed_above(series, 60).equals(expected_result)
assert qtpylib.crossed_above(series, 60.0).equals(expected_result)
assert qtpylib.crossed_above(series, np.int32(60)).equals(expected_result)
assert qtpylib.crossed_above(series, np.int64(60)).equals(expected_result)
assert qtpylib.crossed_above(series, np.float64(60.0)).equals(expected_result)

2
tests/test_talib.py
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@ -1,5 +1,3 @@
import talib.abstract as ta
import pandas as pd