Merge pull request #124 from nardew/fix-adx

Fix NPE in ADX

talipp/indicator_util.py

@@ -15,6 +15,13 @@ def has_valid_values(sequence: Union[Indicator, List[Any]], window: int = 1, exa
             (len(sequence) > window and sequence[-window] is not None and sequence[-window-1] is None)
 
 
+def previous_if_exists(sequence: Union[Indicator, List[Any]], previous_index: int = -1, default: Any = 0):
+    try:
+        return sequence[previous_index]
+    except IndexError:
+        return default
+
+
 def composite_to_lists(indicator: Indicator) -> Dict[str, List[float]]:
     if not has_valid_values(indicator, 1):
         return {}

talipp/indicators/ADX.py

@@ -1,7 +1,7 @@
 from dataclasses import dataclass
 from typing import List, Any
 
-from talipp.indicator_util import has_valid_values
+from talipp.indicator_util import has_valid_values, previous_if_exists
 from talipp.indicators.ATR import ATR
 from talipp.indicators.Indicator import Indicator, InputModifierType
 from talipp.input import SamplingPeriodType
@@ -94,10 +94,18 @@ def _calculate_new_value(self) -> Any:
             self.spdm.append((self.spdm[-1] * (self.di_period - 1) + self.pdm[-1]) / float(self.di_period))
             self.smdm.append((self.smdm[-1] * (self.di_period - 1) + self.mdm[-1]) / float(self.di_period))
 
-        self.pdi.append(100.0 * self.spdm[-1] / float(self.atr[-1]))
-        self.mdi.append(100.0 * self.smdm[-1] / float(self.atr[-1]))
+        if self.atr[-1] != 0:
+            self.pdi.append(100.0 * self.spdm[-1] / float(self.atr[-1]))
+            self.mdi.append(100.0 * self.smdm[-1] / float(self.atr[-1]))
+        else:
+            self.pdi.append(previous_if_exists(self.pdi))
+            self.mdi.append(previous_if_exists(self.mdi))
 
-        self.dx.append(100.0 * float(abs(self.pdi[-1] - self.mdi[-1])) / (self.pdi[-1] + self.mdi[-1]))
+        dx_denom = (self.pdi[-1] + self.mdi[-1])
+        if dx_denom != 0:
+            self.dx.append(100.0 * float(abs(self.pdi[-1] - self.mdi[-1])) / dx_denom)
+        else:
+            self.dx.append(previous_if_exists(self.dx, default=0))
 
         adx = None
         if len(self.dx) == self.adx_period:

tests/test_indicator_util.py

@@ -1,6 +1,6 @@
 import unittest
 
-from talipp.indicator_util import composite_to_lists, has_valid_values
+from talipp.indicator_util import composite_to_lists, has_valid_values, previous_if_exists
 from talipp.indicators import BB, SMA
 
 
@@ -53,6 +53,13 @@ def test_has_valid_values(self):
         self.assertFalse(has_valid_values([None], 1))
         self.assertFalse(has_valid_values([1, None], 1))
 
+    def test_previous_if_exists(self):
+        self.assertEqual(previous_if_exists([]), 0)
+        self.assertEqual(previous_if_exists([], default=1), 1)
+        self.assertEqual(previous_if_exists([1]), 1)
+        self.assertEqual(previous_if_exists([1], previous_index=-2), 0)
+        self.assertEqual(previous_if_exists([1,2], previous_index=-2), 1)
+
 
 if __name__ == '__main__':
     unittest.main()