CODEWITHSUNDEEP
pythonpandasdataframeta-lib
RageAgainstheMachine
RageAgainstheMachine

Reputation: 949

Exception: real is not double (PYTHON)

I'm trying to take the moving average of a stocks volume using TA-Lib but I'm getting the error above. Any suggestions on how to fix this? Thanks!

See code below:

import pandas_datareader as pdr
import datetime 
import pandas as pd
import numpy as np
import talib as ta

#Download Data
aapl = pdr.get_data_yahoo('AAPL', start=datetime.datetime(2006, 10, 1), end=datetime.datetime(2012, 1, 1))

#Saves Data as CSV on desktop
aapl.to_csv('C:\\Users\\JDOG\\Desktop\\aapl_ohlc.csv', encoding='utf-8')

#Save to dataframe
df = pd.read_csv('C:\\Users\JDOG\\Desktop\\aapl_ohlc.csv', header=0, index_col='Date', parse_dates=True)

twenty_ma = 20

signals = pd.DataFrame(index=aapl.index)
signals['signal'] = 0.0

signals['20 MA'] = ta.SMA(aapl.Volume.values,twenty_ma)

Upvotes: 0

Views: 1699

Answers (1)

Andy Hayden
Andy Hayden

Reputation: 375785

It looks like SMA expects an array of floats rather than ints:

In [11]: ta.SMA(aapl.Volume.values.astype('float64'), twenty_ma)
Out[11]:
array([       nan,        nan,        nan, ...,  78960385.,  76585880.,
        73991890.])

Upvotes: 2

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