CODEWITHSUNDEEP
pythonnumpyta-lib
Cassano
Cassano

Reputation: 323

'numpy.ndarray' object has no attribute 'diff'

I'm trying this snippet (from web) in my script which calculates StochRSI.

The error output I get:

Traceback (most recent call last):
  File "C:\Users\user2\PycharmProjects\xxx2\main.py", line 99, in <module>
    main()
  File "C:\Users\user2\PycharmProjects\xxx2\main.py", line 87, in main
    stoch_rsi = StochRSI(closing_data)
  File "C:\Users\user2\PycharmProjects\xxx2\main.py", line 56, in StochRSI
    delta = series.diff().dropna()
AttributeError: 'numpy.ndarray' object has no attribute 'diff'

Tried searching for answers but couldn't find any to fix the problem. What's wrong here?

EDIT: Please check the full code below. I hope it clears out what I'm doing... I used numpy to get closing prices. I used that to get live EMA, and it worked fine - and now I'm trying to get StochRSI's live value.

import datetime
import config
import csv
import os.path
import sys
import numpy as np
import pandas as pd
import requests
import talib

from binance.client import Client
from binance.enums import *

from time import sleep

def get_data():
    historical_data = client.get_historical_klines(symbol=config.SYMBOL, interval=config.TIME_PERIOD, start_str="1 year ago UTC", klines_type=HistoricalKlinesType.SPOT)

    return_data = []

    for each in historical_data:
        kline = float(each[4])

        return_data.append(kline)

    return np.array(return_data)

def StochRSI(series, period=14, smoothK=3, smoothD=3):
    # Calculate RSI
    delta = series.diff().dropna()
    ups = delta * 0
    downs = ups.copy()
    ups[delta > 0] = delta[delta > 0]
    downs[delta < 0] = -delta[delta < 0]
    ups[ups.index[period-1]] = np.mean(ups[:period]) #first value is sum of avg gains
    ups = ups.drop(ups.index[:(period-1)])
    downs[downs.index[period-1]] = np.mean(downs[:period]) #first value is sum of avg losses
    downs = downs.drop(downs.index[:(period-1)])
    rs = ups.ewm(com=period-1, min_periods=0, adjust=False, ignore_na=False).mean() / \
         downs.ewm(com=period-1, min_periods=0, adjust=False, ignore_na=False).mean()
    rsi = 100 - 100 / (1 + rs)

    # Calculate StochRSI
    stochrsi = (rsi - rsi.rolling(period).min()) / (rsi.rolling(period).max() - rsi.rolling(period).min())
    stochrsi_K = stochrsi.rolling(smoothK).mean()
    stochrsi_D = stochrsi_K.rolling(smoothD).mean()

    return stochrsi, stochrsi_K, stochrsi_D

def main():
    ema_200 = None
    last_ema_200 = None

    while True:
        closing_data = get_data()
        last_candle = closing_data[-1]

        ema_200 = talib.EMA(closing_data, 10)[-1]
        stoch_rsi = StochRSI(closing_data)

        if last_candle > ema_200:
            print(f"Price {last_candle} is above EMA 200 {ema_200} | RSI {stoch_rsi}")
        elif last_candle < ema_200:
            print(f"Price {last_candle} is below EMA 200 {ema_200} | RSI {stoch_rsi}")

if __name__ == "__main__":
    # Client
    client = Client(config.API_KEY, config.API_SECRET_KEY, tld='com')
    print(f"Authenticated")

    main()

Upvotes: 0

Views: 1461

Answers (1)

jss367
jss367

Reputation: 5381

This function is expecting a pandas DataFrame or Series but is getting a numpy ndarray.

Upvotes: 1

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