Running stoch() throws an error if the equity doesn't change in price coming from the

stoch() NA/NaN/Inf error when no equity value change over time about ttr HOT 2 CLOSED

joshuaulrich commented on August 23, 2024 1

stoch() NA/NaN/Inf error when no equity value change over time

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Comments (2)

DeanLeeFumu commented on August 23, 2024

Hi, I've got the same issue here.

Turned out the problem is in this line:

numMA <- do.call(maType, c(list(num), list(n = smooth)))

The output contains strange float errors
ex:
expected 0 but -0.000000000000003552714
expected 0.2 but 0.199999999999995736744

And the code:

fastK <- numMA/denMA

That's why there are Infinities in fastK

Since the Inf is in the vector, the code below is not able to correct it:

fastK[is.nan(fastK)] <- 0.5

Can it be fixed ?

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joshuaulrich commented on August 23, 2024

The only way I can reproduce this is if the Close is > High, and High and Low are equal. But that would be a data error. Regardless, this can be fixed in stoch() by changing is.nan() to !is.finite().

Here's a reproducible example:

x <- structure(c(53.99, 54.69, 55.55, 55.55, 55.55, 52.5, 52.5, 52.5, 52.5,
  52.5, 52.5, 52.5, 52.5, 52.5, 52.5, 52.5, 52.5, 52.5, 51.77, 51.77, 53.99,
  54.69, 55.55, 55.55, 55.55, 52.5, 52.5, 52.5, 52.5, 52.5, 52.5, 52.5, 52.5,
  52.5, 52.5, 52.5, 52.5, 52.5, 51.77, 51.77, 54.09, 54.79, 55.65, 55.65,
  55.65, 52.6, 52.6, 52.6, 52.6, 52.6, 52.6, 52.6, 52.6, 52.6, 52.6, 52.6,
  52.6, 52.6, 51.87, 51.87), class = c("xts", "zoo"), src = "yahoo",
  updated = structure(1597593022.65377, class = c("POSIXct", "POSIXt")),
  index = structure(c(1446422400, 1446508800, 1446595200, 1446681600,
    1446768000, 1447027200, 1447113600, 1447200000, 1447286400, 1447372800,
    1447632000, 1447718400, 1447804800, 1447891200, 1447977600, 1448236800,
    1448323200, 1448409600, 1448582400, 1448841600), tzone = "UTC", tclass = "Date"),
    .Dim = c(20L, 3L), .Dimnames = list(NULL, c("QTWN.High", "QTWN.Low", "QTWN.Close")))
s <- TTR::stoch(x, 10, 3)