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License: MIT License
Hi i have run the following code:
import live_trading_indicators as lti
import datetime as dt
import talib as ta
import pandas as pd
print(f'Now is {utcnow} UTC')
indicators = lti.Indicators('binance',20230701,with_incomplete_bar=True)
print(indicators.time_end)
ohlcv = indicators.OHLCV('btcusdt', '1h')
sma = indicators.SMA('btcusdt', '1h',period = 10)
print(indicators.time_end)
It give me an error, when executing the code to calculate SMA, could you please take a look at it?
Traceback (most recent call last):
File "ltiimcompletebar.py", line 13, in
sma = indicators.SMA('btcusdt', '1h',period = 10)
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/init.py", line 445, in call
return self.indicators.get_indicator_out(self.indicator_name, self.indicator_module, symbols, use_timeframe,
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/init.py", line 298, in get_indicator_out
out = self.get_indicator_out_cached(indicator_name, indicator_module, symbols, timeframe, indicator_kwargs,
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/init.py", line 278, in get_indicator_out_cached
out_valid = indicator_module.get_indicator_out(self, symbols, timeframe, out_for_grow, **indicator_kwargs)
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/SMA.py", line 9, in get_indicator_out
ohlcv = indicators.OHLCV.full_data(symbol, timeframe)
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/init.py", line 432, in full_data
return self.indicators.get_indicator_out(self.indicator_name, self.indicator_module, symbols, timeframe,
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/init.py", line 290, in get_indicator_out
use_time_begin, use_time_end = self.check_call_time_intervals(time_begin, time_end, timeframe)
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/init.py", line 223, in check_call_time_intervals
return self.check_call_time_intervals_live(time_begin, time_end, timeframe)
File "/usr/local/lib/python3.8/dist-packages/live_trading_indicators/indicators_set/init.py", line 205, in check_call_time_intervals_live
raise LTIExceptionBadTimeParameter('Time end cannot be set in live mode')
live_trading_indicators.exceptions.LTIExceptionBadTimeParameter: Bad date or time value: Time end cannot be set in live mode
Compare to Zig Zag indicator on TradingView, live_trading_indicators's ZigZag is missing 4 pivots:
What's showing on TradingView:
What I've done:
#lti.py
import live_trading_indicators as lti
indicators = lti.Indicators('ccxt.binanceusdm', '2019-09-08', '2023-05-08')
ohlcv = indicators.OHLCV('BTCUSDT', '1d')
print(ohlcv)
dataframe = ohlcv.pandas()
print(dataframe.head())
zigzag = indicators.ZigZag('BTCUSDT', '1d', delta=0.5, end_points=True)
print(zigzag)
dataframe = zigzag.pandas()
dataframe = dataframe[dataframe['pivot_types'].values != 0]
print(dataframe)
#console ouput
~/live_trading_indicators$ python3 lti.py
2023-05-09 20:12:08:root:725:102 INFO Download using xxct.binanceusdm symbol BTCUSDT timeframe 1d from 2019-09-08T00:00:00.000, bars: 1339
(OHLCV data) source: ccxt.binanceusdm, symbol: BTCUSDT, timeframe: 1d
date: 2019-09-08T00:00 - 2023-05-08T00:00 (length: 1339)
empty bars: count 0 (0.00 %), max consecutive 0
Values: time, open, high, low, close, volume
time open high low close volume
0 2019-09-08 10000.00 10412.65 10000.00 10391.63 3096.291
1 2019-09-09 10316.62 10475.54 10077.22 10307.00 14824.373
2 2019-09-10 10307.00 10382.97 9940.87 10102.02 9068.955
3 2019-09-11 10094.27 10293.11 9884.31 10159.55 10897.922
4 2019-09-12 10163.06 10450.13 10042.12 10415.13 15609.634
(IndicatorData) source: ccxt.binanceusdm, name: ZigZag, symbol: BTCUSDT, timeframe: 1d, allowed nan
date: 2019-09-08T00:00 - 2023-05-08T00:00 (length: 1339)
Values: time, pivots, pivot_types
time pivots pivot_types
1 2019-09-09 NaN 1
187 2020-03-13 3621.81 -1
584 2021-04-14 64986.11 1
619 2021-05-19 28688.00 -1
794 2021-11-10 69198.70 1
1170 2022-11-21 15443.20 -1
Please help me to get all missing pivots.
Thank you.
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