From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Mon, 10 Mar 2025 10:15:15 +0000 (+0100)
Subject: fix(qav3): handle NaN in builtin cmf
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=6e11851641ce74a5618bb7817ff547cb64140f67;p=freqai-strategies.git

fix(qav3): handle NaN in builtin cmf

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index b348e1f..c2f7ad9 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -130,7 +130,9 @@ class QuickAdapterV3(IStrategy):
         dataframe["%-er-period"] = pta.er(dataframe["close"], length=period)
         dataframe["%-rocr-period"] = ta.ROCR(dataframe, timeperiod=period)
         dataframe["%-trix-period"] = ta.TRIX(dataframe, timeperiod=period)
-        dataframe["%-cmf-period"] = chaikin_money_flow(dataframe, period=period)
+        dataframe["%-cmf-period"] = chaikin_money_flow(dataframe, period=period).fillna(
+            0.0
+        )
         dataframe["%-tcp-period"] = top_percent_change(dataframe, period=period)
         dataframe["%-cti-period"] = pta.cti(dataframe["close"], length=period)
         dataframe["%-chop-period"] = qtpylib.chopiness(dataframe, period)