fixing NaNs issue on KAMA #303
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@bukosabino can this be merged please? |
bukosabino
approved these changes
Aug 23, 2022
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The PR fixes the next issues: |
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This PR is to fix a bug causing KAMA to be NaN if no a given stock close price did not change for more than the KAMA window size.
The bug is caused because efficiency ratio is NaN in such cases, instead of 0.
The solution is to use np.divide to calculate ER as
er_num / er_denexcept for caseser_num == 0, then 0