Merge pull request #204 from vinopm/master

Bug fix for wrapper reference to Ulcer Index feature
bukosabino · Nov 17, 2020 · 48ce4e7 · 48ce4e7
2 parents 438bda4 + 6271093
commit 48ce4e7
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diff --git a/ta/tests/wrapper.py b/ta/tests/wrapper.py
@@ -28,3 +28,11 @@ def test_general(self):
         # Add all ta features not filling nans values
         ta.add_all_ta_features(
             df=df, open="Open", high="High", low="Low", close="Close", volume="Volume_BTC", fillna=False)
+
+        # Check added ta features are all numerical values after filling nans
+        input_cols = self._df.columns
+        df_with_ta = ta.add_all_ta_features(
+            df=df, open="Open", high="High", low="Low", close="Close", volume="Volume_BTC", fillna=True
+        )
+        ta_cols = [c for c in df_with_ta.columns if c not in input_cols]
+        assert df_with_ta[ta_cols].apply(lambda series: pd.to_numeric(series, errors='coerce')).notnull().all().all()
diff --git a/ta/wrapper.py b/ta/wrapper.py
@@ -134,7 +134,7 @@ def add_volatility_ta(df: pd.DataFrame, high: str, low: str, close: str,
     df[f'{colprefix}volatility_dcp'] = indicator_dc.donchian_channel_pband()
 
     # Ulcer Index
-    df[f'{colprefix}volatility_ui'] = UlcerIndex(close=df[close], n=14, fillna=fillna)
+    df[f'{colprefix}volatility_ui'] = UlcerIndex(close=df[close], n=14, fillna=fillna).ulcer_index()
 
     return df