Ichimoku indicator returns too many null values
codebeaulieu opened this issue · comments
I've just attempted to integrate Ichimoku into a big project. I wrote all of the rules I needed and began writing unit tests against the indicator. My very first, and very simple unit test is failing.
Upon further inspection, its failing because there are a ton of null values returned from the indicator rendering it completely unusable.
This is my dataset:
DateTime,Open,High,Low,Close,Volume
12/17/18 4:05:00 AM -06:00,267.48,267.48,267.48,267.48,172
12/17/18 4:25:00 AM -06:00,267.47,267.47,267.47,267.47,248
12/17/18 4:28:00 AM -06:00,267.67,267.67,267.67,267.67,100
12/17/18 4:58:00 AM -06:00,267.61,267.61,267.61,267.61,100
12/17/18 5:21:00 AM -06:00,267.61,267.61,267.61,267.61,178
12/17/18 5:42:00 AM -06:00,267.51,267.51,267.51,267.51,100
12/17/18 5:44:00 AM -06:00,267.22,267.22,267.22,267.22,300
12/17/18 6:26:00 AM -06:00,266.49,266.49,266.49,266.49,150
12/17/18 6:51:00 AM -06:00,267,267,267,267,100
12/17/18 7:06:00 AM -06:00,267,267,267,267,100
12/17/18 7:08:00 AM -06:00,267.1,267.34,267.1,267.34,579
12/17/18 7:09:00 AM -06:00,268,268,268,268,500
12/17/18 7:10:00 AM -06:00,267.9,267.9,267.9,267.9,150
12/17/18 7:19:00 AM -06:00,267.55,267.55,267.55,267.55,200
12/17/18 7:20:00 AM -06:00,267.55,267.55,267.55,267.55,200
12/17/18 7:24:00 AM -06:00,266.85,266.85,266.85,266.85,609
12/17/18 7:32:00 AM -06:00,266.56,266.56,266.52,266.52,315
12/17/18 7:39:00 AM -06:00,266.9,266.9,266.9,266.9,673
12/17/18 7:41:00 AM -06:00,266.95,267.2,266.95,267.2,680
12/17/18 7:42:00 AM -06:00,267.63,267.66,267.14,267.14,384
12/17/18 7:44:00 AM -06:00,267.26,267.26,267.26,267.26,114
12/17/18 7:45:00 AM -06:00,267.25,267.25,267.1,267.15,650
12/17/18 7:46:00 AM -06:00,267.15,267.15,267.15,267.15,145
12/17/18 7:51:00 AM -06:00,267.27,267.27,267.27,267.27,252
12/17/18 7:55:00 AM -06:00,267.47,267.63,267.47,267.63,236
12/17/18 7:57:00 AM -06:00,267.23,267.23,267,267,2492
12/17/18 7:58:00 AM -06:00,267.5,267.5,267.5,267.5,250
12/17/18 7:59:00 AM -06:00,267.04,267.06,267.04,267.04,500
12/17/18 8:00:00 AM -06:00,267.9,267.9999,266.5,267,5073
12/17/18 8:02:00 AM -06:00,266.86,266.86,266.86,266.86,400
12/17/18 8:04:00 AM -06:00,266.95,267.3,266.95,267.3,550
12/17/18 8:06:00 AM -06:00,267.3,267.3,267.3,267.3,500
12/17/18 8:07:00 AM -06:00,267.1,267.1,267.1,267.1,755
12/17/18 8:09:00 AM -06:00,266.5,266.5,266.5,266.5,617
12/17/18 8:10:00 AM -06:00,267,267,267,267,313
12/17/18 8:17:00 AM -06:00,266.9,267,266.9,267,1120
12/17/18 8:21:00 AM -06:00,266.7,266.7,266.7,266.7,200
12/17/18 8:22:00 AM -06:00,266.9,266.9,266.7,266.7,1094
12/17/18 8:23:00 AM -06:00,266.9,266.9,266.9,266.9,150
12/17/18 8:26:00 AM -06:00,266.89,266.89,266.89,266.89,295
12/17/18 8:28:00 AM -06:00,266.48,266.48,266.21,266.21,1644
12/17/18 8:29:00 AM -06:00,266.21,266.25,266.21,266.25,1350
12/17/18 8:32:00 AM -06:00,266.32,266.68,266.05,266.05,1711
12/17/18 8:34:00 AM -06:00,266,266,265.8,265.8,3160
12/17/18 8:35:00 AM -06:00,265.9,266,265.9,266,300
12/17/18 8:37:00 AM -06:00,265.8,265.8,265.5,265.8,2010
12/17/18 8:38:00 AM -06:00,265.61,265.61,265.18,265.19,2770
12/17/18 8:39:00 AM -06:00,265.15,265.5,265,265,2825
12/17/18 8:40:00 AM -06:00,265.1,265.12,265.1,265.12,837
12/17/18 8:41:00 AM -06:00,265.27,265.5001,265.27,265.5001,1432
12/17/18 8:42:00 AM -06:00,265.55,265.55,265.5,265.5,473
12/17/18 8:43:00 AM -06:00,265.33,265.5,265.04,265.1,2450
12/17/18 8:44:00 AM -06:00,265.5,265.6,265.5,265.6,495
12/17/18 8:45:00 AM -06:00,265.3,265.3,265.22,265.3,1417
12/17/18 8:49:00 AM -06:00,265.02,265.02,265.01,265.01,1051
12/17/18 8:51:00 AM -06:00,265.03,265.06,265.01,265.01,1604
12/17/18 8:52:00 AM -06:00,264.91,264.91,264.81,264.9,1335
12/17/18 8:54:00 AM -06:00,264.62,264.89,264.62,264.89,386
12/17/18 8:55:00 AM -06:00,264.5,265,264.5,265,766
12/17/18 8:56:00 AM -06:00,265,265,264.62,264.62,683
12/17/18 8:58:00 AM -06:00,265.2,265.2,265.2,265.2,160
12/17/18 8:59:00 AM -06:00,265,265,265,265,2898
12/17/18 9:00:00 AM -06:00,265.0002,265.0002,265.0002,265.0002,530
12/17/18 9:02:00 AM -06:00,265.49,265.49,265.49,265.49,205
12/17/18 9:03:00 AM -06:00,265.5,265.5,265.49,265.49,683
12/17/18 9:04:00 AM -06:00,265.01,265.25,265.01,265.25,212
12/17/18 9:05:00 AM -06:00,265.06,265.06,265.06,265.06,260
12/17/18 9:08:00 AM -06:00,265.4,265.4,265.4,265.4,196
12/17/18 9:09:00 AM -06:00,265.44,265.44,265.44,265.44,1046
12/17/18 9:11:00 AM -06:00,265.6,266.05,265.6,266,1382
12/17/18 9:12:00 AM -06:00,266.3,266.3,266.3,266.3,157
12/17/18 9:13:00 AM -06:00,265.51,266,265.51,266,369
12/17/18 9:14:00 AM -06:00,266.2,266.2,266,266,2568
12/17/18 9:16:00 AM -06:00,266.01,266.01,265.91,265.91,1865
12/17/18 9:18:00 AM -06:00,266.4,266.4999,266.4,266.4999,1358
12/17/18 9:19:00 AM -06:00,266.0502,266.41,266.0502,266.39,618
12/17/18 9:21:00 AM -06:00,266.38,266.38,266.05,266.05,2101
12/17/18 9:22:00 AM -06:00,266.05,266.06,266.05,266.06,672
12/17/18 9:23:00 AM -06:00,266,266,266,266,228
12/17/18 9:25:00 AM -06:00,266.15,266.15,266.15,266.15,202
12/17/18 9:26:00 AM -06:00,266.15,266.15,265.64,265.64,888
12/17/18 9:27:00 AM -06:00,265.64,265.64,265.64,265.64,518
12/17/18 9:28:00 AM -06:00,266.1,266.7,266,266.55,4477
12/17/18 9:29:00 AM -06:00,266.55,266.92,266.49,266.55,4414
12/17/18 9:30:00 AM -06:00,266.51,268.48,266.51,266.9389,218303
12/17/18 9:31:00 AM -06:00,266.6716,267.09,265.79,266.09,66077
12/17/18 9:32:00 AM -06:00,266.14,268.4734,266.115,268.1235,63447
12/17/18 9:33:00 AM -06:00,267.9615,269.8,267.92,268.7995,75836
12/17/18 9:34:00 AM -06:00,268.46,269.8,268,268.8677,62348
12/17/18 9:35:00 AM -06:00,268.65,269.1,267.13,267.9,59101
12/17/18 9:36:00 AM -06:00,267.74,268.25,266.6601,267.15,64586
12/17/18 9:37:00 AM -06:00,267.1,267.86,266.87,267.13,50614
12/17/18 9:38:00 AM -06:00,267.13,267.31,265.5,266.29,53285
12/17/18 9:39:00 AM -06:00,266.3,266.5,265.3404,265.69,63042
12/17/18 9:40:00 AM -06:00,265.6853,266.0663,264.85,265.73,70557
12/17/18 9:41:00 AM -06:00,265.78,265.8499,263.64,264.167,60068
12/17/18 9:42:00 AM -06:00,264.195,264.73,263.57,263.8608,59108
12/17/18 9:43:00 AM -06:00,263.788,264.03,262.51,263.755,57838
12/17/18 9:44:00 AM -06:00,263.85,264.66,263.6,264.25,30176
12/17/18 9:45:00 AM -06:00,264.19,264.87,263.53,264.735,39801
12/17/18 9:46:00 AM -06:00,264.77,265,263.6701,263.88,46193
12/17/18 9:47:00 AM -06:00,263.77,263.81,262.765,262.8222,27647
12/17/18 9:48:00 AM -06:00,262.6595,262.73,261.74,261.93,52621
12/17/18 9:49:00 AM -06:00,262.1,262.8652,262.1,262.8652,31219
12/17/18 9:50:00 AM -06:00,262.75,262.93,261.55,262.9,46965
12/17/18 9:51:00 AM -06:00,262.68,262.6841,261.77,262.34,18894
12/17/18 9:52:00 AM -06:00,262.1501,262.79,262,262.48,16901
12/17/18 9:53:00 AM -06:00,262.29,262.75,261.31,261.67,36727
12/17/18 9:54:00 AM -06:00,261.65,263,261.65,262.9799,53638
12/17/18 9:55:00 AM -06:00,263,263.6496,262.78,263.54,52760
12/17/18 9:56:00 AM -06:00,263.5,264.1791,263.0546,263.48,57560
12/17/18 9:57:00 AM -06:00,263.47,263.47,262.5016,262.71,26280
12/17/18 9:58:00 AM -06:00,262.61,264,262.61,263.97,44799
12/17/18 9:59:00 AM -06:00,264,264.225,263.54,263.82,43110
12/17/18 10:00:00 AM -06:00,263.8,263.83,262.89,263.34,45555
12/17/18 10:01:00 AM -06:00,263.15,264.48,262.96,264.43,51639
12/17/18 10:02:00 AM -06:00,264.3288,264.5424,263.62,263.77,26816
12/17/18 10:03:00 AM -06:00,263.94,264.31,263.56,264,34136
12/17/18 10:04:00 AM -06:00,264.16,264.3999,263.79,264.29,18048
12/17/18 10:05:00 AM -06:00,264.19,264.29,263.6,264.2019,25195
12/17/18 10:06:00 AM -06:00,264.1761,265.18,264.08,265.0881,37166
12/17/18 10:07:00 AM -06:00,265.18,265.377,264.71,264.73,33960
12/17/18 10:08:00 AM -06:00,264.785,264.91,264.37,264.5,12803
12/17/18 10:09:00 AM -06:00,264.53,265.68,264.43,265.5,22052
12/17/18 10:10:00 AM -06:00,265.4067,265.85,264.66,265.52,29961
12/17/18 10:11:00 AM -06:00,265.4821,266.2699,265.456,266.2322,29773
12/17/18 10:12:00 AM -06:00,266.1192,267.15,265.7,267.0785,44108
12/17/18 10:13:00 AM -06:00,266.93,267.15,266.5,267.05,22832
12/17/18 10:14:00 AM -06:00,267.0245,267.66,266.99,267.27,45868
12/17/18 10:15:00 AM -06:00,267.397,268.13,267.2701,267.68,43465
12/17/18 10:16:00 AM -06:00,267.6,267.685,266.81,266.81,55713
12/17/18 10:17:00 AM -06:00,266.965,267,266.25,266.745,36927
12/17/18 10:18:00 AM -06:00,266.7596,267.5,266.7596,267.253,20019
12/17/18 10:19:00 AM -06:00,267.25,268,267.22,267.53,28141
12/17/18 10:20:00 AM -06:00,267.41,267.4918,266.63,266.9264,21642
12/17/18 10:21:00 AM -06:00,266.9553,267.42,263.75,266.9847,12680
12/17/18 10:22:00 AM -06:00,266.9261,267.32,266.5,266.61,18468
12/17/18 10:23:00 AM -06:00,266.751,267.6,266.5,266.76,26739
12/17/18 10:24:00 AM -06:00,266.81,267.1891,266.5612,266.5918,8114
12/17/18 10:25:00 AM -06:00,266.5,267.5,266.39,267.499,17151
12/17/18 10:26:00 AM -06:00,267.34,268.5487,267.0661,268.5487,44910
12/17/18 10:27:00 AM -06:00,268.3817,268.9247,268.2501,268.44,36728
12/17/18 10:28:00 AM -06:00,268.69,268.69,267.7,267.815,18883
12/17/18 10:29:00 AM -06:00,267.71,268.46,267.57,268.3337,23075
12/17/18 10:30:00 AM -06:00,268.46,269.27,268.15,268.545,70376
12/17/18 10:31:00 AM -06:00,268.55,268.69,267.27,267.7605,28416
12/17/18 10:32:00 AM -06:00,267.66,268.2813,267.56,268.03,20968
12/17/18 10:33:00 AM -06:00,267.99,267.99,267.56,267.76,7294
12/17/18 10:34:00 AM -06:00,267.76,268.185,267.16,267.249,43088
12/17/18 10:35:00 AM -06:00,267.21,267.2962,266.86,267.2612,13928
12/17/18 10:36:00 AM -06:00,267.3198,267.3198,266.84,266.95,13977
12/17/18 10:37:00 AM -06:00,266.86,267.5,266.84,267.5,20950
12/17/18 10:38:00 AM -06:00,267.649,267.985,267.23,267.81,34469
12/17/18 10:39:00 AM -06:00,267.83,268.19,267.71,267.98,19227
12/17/18 10:40:00 AM -06:00,267.87,268.8254,267.1405,268.8254,38607
12/17/18 10:41:00 AM -06:00,268.6666,269.18,268.52,268.9787,25359
12/17/18 10:42:00 AM -06:00,268.9661,269.97,268.9661,269.8,30278
12/17/18 10:43:00 AM -06:00,269.775,269.775,269.01,269.26,17544
12/17/18 10:44:00 AM -06:00,269.45,269.66,268.805,269.225,15476
12/17/18 10:45:00 AM -06:00,269.35,269.5,268.7,269.0921,17691
12/17/18 10:46:00 AM -06:00,269.0797,269.22,268.62,269.22,14239
12/17/18 10:47:00 AM -06:00,269.2375,269.42,268.72,269.37,39954
12/17/18 10:48:00 AM -06:00,269.3091,269.3091,268.6,268.6,16587
12/17/18 10:49:00 AM -06:00,268.5801,268.86,268.45,268.8,12029
12/17/18 10:50:00 AM -06:00,268.7822,268.8099,268.55,268.7,18747
12/17/18 10:51:00 AM -06:00,268.8,269.1,268.4,268.98,16708
12/17/18 10:52:00 AM -06:00,268.9301,269.95,268.9301,269.8198,25691
12/17/18 10:53:00 AM -06:00,269.805,269.9,268.8165,269.08,17639
12/17/18 10:54:00 AM -06:00,269.2564,269.71,269.185,269.632,12716
12/17/18 10:55:00 AM -06:00,269.81,270.24,269.6101,269.92,54838
12/17/18 10:56:00 AM -06:00,270.07,271.2,270.07,270.9129,69109
12/17/18 10:57:00 AM -06:00,270.9206,271.3425,270.36,270.3794,33115
12/17/18 10:58:00 AM -06:00,270.4,271,270.4,270.722,19804
12/17/18 10:59:00 AM -06:00,270.5,270.55,269.7562,269.9557,33035
12/17/18 11:00:00 AM -06:00,269.9,270.38,269.9,270.38,19307
12/17/18 11:01:00 AM -06:00,270.44,270.44,269.94,270.16,39813
12/17/18 11:02:00 AM -06:00,270.46,270.87,270.15,270.87,18095
12/17/18 11:03:00 AM -06:00,270.8851,271.8,270.8818,271.54,56581
12/17/18 11:04:00 AM -06:00,271.698,271.775,271.4,271.5945,39275
12/17/18 11:05:00 AM -06:00,271.7,271.9,271.4,271.48,34195
12/17/18 11:06:00 AM -06:00,271.4,272.13,271.17,271.99,36072
12/17/18 11:07:00 AM -06:00,272.105,272.11,271,271.1104,17227
12/17/18 11:08:00 AM -06:00,271.1,271.62,270.9149,271.495,8954
12/17/18 11:09:00 AM -06:00,271.4813,272.2,271.4813,271.5498,34750
12/17/18 11:10:00 AM -06:00,271.6,272.3,271.6,271.88,31656
12/17/18 11:11:00 AM -06:00,271.8782,272.05,271.6301,271.69,14751
12/17/18 11:12:00 AM -06:00,271.84,272.05,271.5791,271.5791,18618
12/17/18 11:13:00 AM -06:00,271.6581,271.7541,271.08,271.35,29992
12/17/18 11:14:00 AM -06:00,271.42,272.98,271.3471,272.83,86212
12/17/18 11:15:00 AM -06:00,272.9519,272.98,271.73,271.76,20959
12/17/18 11:16:00 AM -06:00,271.82,272,271.5651,271.7065,20352
12/17/18 11:17:00 AM -06:00,271.79,272.585,271.78,272.585,22480
12/17/18 11:18:00 AM -06:00,272.6355,272.7873,271.7457,271.8547,17502
12/17/18 11:19:00 AM -06:00,271.808,271.9999,271.3016,271.4735,21099
12/17/18 11:20:00 AM -06:00,271.56,271.89,270.71,270.71,29350
12/17/18 11:21:00 AM -06:00,270.7955,271.22,270.7955,270.96,22949
12/17/18 11:22:00 AM -06:00,270.98,270.98,270.5982,270.5982,18101
12/17/18 11:23:00 AM -06:00,270.52,270.8349,270.3,270.4,16988
12/17/18 11:24:00 AM -06:00,270.5,270.78,270.3335,270.6504,9040
12/17/18 11:25:00 AM -06:00,270.73,271.16,270.675,271.015,25902
12/17/18 11:26:00 AM -06:00,270.95,271,270.51,270.71,14563
12/17/18 11:27:00 AM -06:00,270.737,271.0965,270.52,270.69,12704
12/17/18 11:28:00 AM -06:00,270.76,271,270.56,270.6701,9415
12/17/18 11:29:00 AM -06:00,270.735,270.91,269.93,269.93,35828
12/17/18 11:30:00 AM -06:00,269.8984,270.28,269.72,269.745,44837
12/17/18 11:31:00 AM -06:00,269.79,269.95,269.57,269.69,16620
12/17/18 11:32:00 AM -06:00,269.6103,270.09,269.6052,270.02,13440
12/17/18 11:33:00 AM -06:00,269.924,270.7999,269.924,270.785,18015
12/17/18 11:34:00 AM -06:00,270.76,270.79,270.53,270.53,14401
12/17/18 11:35:00 AM -06:00,270.5512,270.855,270.49,270.76,13983
12/17/18 11:36:00 AM -06:00,270.7,271.18,270.65,270.956,28417
12/17/18 11:37:00 AM -06:00,270.8802,271.1852,270.4,270.4,17995
12/17/18 11:38:00 AM -06:00,270.39,270.58,270.15,270.495,13926
12/17/18 11:39:00 AM -06:00,270.38,270.64,270.38,270.43,4570
12/17/18 11:40:00 AM -06:00,270.35,270.3988,269.7,269.7725,18467
12/17/18 11:41:00 AM -06:00,269.63,269.96,269.15,269.28,30587
12/17/18 11:42:00 AM -06:00,269.18,269.8,269.18,269.66,17290
12/17/18 11:43:00 AM -06:00,269.52,269.93,269.43,269.84,29166
12/17/18 11:44:00 AM -06:00,269.8376,270.0748,269.33,269.5051,21834
12/17/18 11:45:00 AM -06:00,269.45,269.45,269.09,269.1945,24425
12/17/18 11:46:00 AM -06:00,269.29,269.32,268.85,268.955,30225
12/17/18 11:47:00 AM -06:00,269.1778,269.5,268.98,269.25,15933
12/17/18 11:48:00 AM -06:00,269.35,269.44,269.16,269.3216,8920
12/17/18 11:49:00 AM -06:00,269.43,269.79,269.32,269.69,12496
12/17/18 11:50:00 AM -06:00,269.81,269.94,269.55,269.64,24725
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12/17/18 3:29:00 PM -06:00,261.74,262.289,261.55,262.0443,21698
12/17/18 3:30:00 PM -06:00,262.15,262.3,261.3,261.6489,25346
12/17/18 3:31:00 PM -06:00,261.4001,261.7885,261.39,261.43,20086
12/17/18 3:32:00 PM -06:00,261.59,261.96,261.075,261.96,48975
12/17/18 3:33:00 PM -06:00,262,262.16,261.55,261.5584,22471
12/17/18 3:34:00 PM -06:00,261.59,261.92,261.4,261.6578,15212
12/17/18 3:35:00 PM -06:00,261.675,261.8599,261.28,261.392,21552
12/17/18 3:36:00 PM -06:00,261.41,262.1495,261.301,262.1495,24641
12/17/18 3:37:00 PM -06:00,262.15,262.5,261.91,262.49,31430
12/17/18 3:38:00 PM -06:00,262.4,262.78,262.32,262.38,40688
12/17/18 3:39:00 PM -06:00,262.3504,262.43,262,262.43,32862
12/17/18 3:40:00 PM -06:00,262.41,262.77,262.2,262.22,28357
12/17/18 3:41:00 PM -06:00,262.25,262.8,262.18,262.69,16773
12/17/18 3:42:00 PM -06:00,262.6652,262.7599,261.88,262.23,27800
12/17/18 3:43:00 PM -06:00,262.21,262.4,261.83,262.2,32006
12/17/18 3:44:00 PM -06:00,262.2558,262.4613,261.9471,262,16888
12/17/18 3:45:00 PM -06:00,262,263,261.99,262.8476,50176
12/17/18 3:46:00 PM -06:00,262.8,263.1786,262.415,262.415,29594
12/17/18 3:47:00 PM -06:00,262.3265,262.34,261.41,261.85,42599
12/17/18 3:48:00 PM -06:00,261.83,261.86,261.3,261.61,32731
12/17/18 3:49:00 PM -06:00,261.52,262.12,261.47,262.12,35581
12/17/18 3:50:00 PM -06:00,262.02,262.21,261.69,261.77,29098
12/17/18 3:51:00 PM -06:00,261.78,262.35,261.78,262.07,37615
12/17/18 3:52:00 PM -06:00,262.13,262.41,262.03,262.2,23277
12/17/18 3:53:00 PM -06:00,262.11,262.24,261.9444,262.1399,36269
12/17/18 3:54:00 PM -06:00,262.07,262.1,261.6801,261.95,40014
12/17/18 3:55:00 PM -06:00,261.94,262.49,261.45,262.49,60237
12/17/18 3:56:00 PM -06:00,262.45,262.68,262.06,262.3895,53720
12/17/18 3:57:00 PM -06:00,262.3921,262.5499,262.25,262.47,38461
12/17/18 3:58:00 PM -06:00,262.48,262.87,262.45,262.72,42522
12/17/18 3:59:00 PM -06:00,262.71,263.33,262.71,262.96,116373
12/17/18 4:00:00 PM -06:00,262.8,263.49,262.8,263.49,387250
12/17/18 4:01:00 PM -06:00,263.49,264,263.49,264,1754
12/17/18 4:02:00 PM -06:00,263.49,263.49,263.49,263.49,466
12/17/18 4:03:00 PM -06:00,263.03,263.03,263.03,263.03,475
12/17/18 4:07:00 PM -06:00,263.59,263.59,263.59,263.59,106
12/17/18 4:08:00 PM -06:00,263.8,263.8,263.8,263.8,324
12/17/18 4:09:00 PM -06:00,263.7,263.7,263.7,263.7,114
12/17/18 4:11:00 PM -06:00,263.6999,263.6999,263.6999,263.6999,1709
12/17/18 4:17:00 PM -06:00,263.15,263.15,263.15,263.15,1003
12/17/18 4:19:00 PM -06:00,263.28,263.28,263.28,263.28,100
12/17/18 4:24:00 PM -06:00,263.23,263.23,263.2,263.2,966
12/17/18 4:25:00 PM -06:00,263.2,263.2,263.2,263.2,558
12/17/18 4:26:00 PM -06:00,263.3,263.3,263.29,263.29,359
12/17/18 4:31:00 PM -06:00,263.15,263.15,263.15,263.15,213
12/17/18 4:34:00 PM -06:00,262.8,262.8,262.8,262.8,160
12/17/18 4:39:00 PM -06:00,263.5,263.5,263.5,263.5,237
12/17/18 4:41:00 PM -06:00,263.5,263.5,263.5,263.5,436
12/17/18 4:47:00 PM -06:00,263.15,263.15,263.15,263.15,332
12/17/18 4:50:00 PM -06:00,263.2,263.2,263.2,263.2,185
12/17/18 4:55:00 PM -06:00,263.3,263.3,263.3,263.3,329
12/17/18 4:56:00 PM -06:00,263.3,263.3,263.3,263.3,100
12/17/18 4:58:00 PM -06:00,263.33,263.5,263.33,263.5,405
12/17/18 4:59:00 PM -06:00,263.5,263.72,263.5,263.72,300
12/17/18 5:02:00 PM -06:00,263.5,263.5,263.5,263.5,106
12/17/18 5:08:00 PM -06:00,263.2,263.2,263.2,263.2,604
12/17/18 5:16:00 PM -06:00,263.37,263.37,263.37,263.37,700
12/17/18 5:44:00 PM -06:00,263.15,263.15,263.15,263.15,400
I'm importing this data from a CSV file:
string path = AppDomain.CurrentDomain.BaseDirectory.Split("/bin").First();
using (var reader = new StreamReader($"{path}/CSV/NFLX_1m_12_17_2018.csv"))
using (var csv = new CsvReader(reader))
{
return csv.GetRecords<Trady.Core.Candle>().ToList();
}
Here's what the data looks like coming back from the CSV file:
Then running a unit test over it like so:
[Fact]
public void IchimokuTenkanIsRising_Positive()
{
var candles = Utility.CSVUtility.GetNFLX_1m_12_17_2018();
var selected = candles.Where(x => x.DateTime.TimeOfDay > new DateTime(2018, 12, 17, 10, 00, 00).TimeOfDay && x.DateTime.TimeOfDay <= new DateTime(2018, 12, 17, 11, 15, 00).TimeOfDay);
var config = new IchimokuConfig().GetDefaultConfig();
config.LookBack = 5;
var isRising = IchimokuRules.IchimokuTenkanIsRising(selected, config);
Assert.True(isRising);
}
Do you have any ideas as to why this indicator is returning so many null values?
For good measure I just attempted to import the data using your CSVImporter and I had the same results.
I see what you are doing here... and it makes sense after I think about it. It was just a bit hard to understand without thinking through how the indicator works.
So, for anyone using this indicator in the future. Keep in mind that the indicator has a leading compnent to it (Span A & Span B). So, if we are trying to perform analysis on the Tenkan line (for example), we have to look back in our data by the amount we input as the middlePeriodCount.
So, for my unit tests I had to look back 26 bars to read my current Tenkan line.