Fix calculation of ALMA to match trading view (#129)

nardew · Apr 19, 2024 · 0776328 · 0776328
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Showing 4 changed files with 11 additions and 9 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -6,6 +6,10 @@ The project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html
 
 ## [Pending release]
 
+## [2.2.1] - 2024-04-19
+
+- fix `ALMA` calculation
+
 ## [2.2.0] - 2024-04-05
 
 - new `IBS` indicator
@@ -100,7 +104,8 @@ The project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html
 
 - the official release of `talipp`
 
-[Pending release]: https://github.com/nardew/talipp/compare/2.2.0...HEAD
+[Pending release]: https://github.com/nardew/talipp/compare/2.2.1...HEAD
+[2.2.1]: https://github.com/nardew/talipp/releases/tag/2.2.1
 [2.2.0]: https://github.com/nardew/talipp/releases/tag/2.2.0
 [2.1.2]: https://github.com/nardew/talipp/releases/tag/2.1.2
 [2.1.1]: https://github.com/nardew/talipp/compare/2.1.0...2.1.1

diff --git a/README.md b/README.md
@@ -1,9 +1,6 @@
 # talipp - Incremental Technical Analysis Library
 
-![](https://img.shields.io/badge/python-3.8-blue.svg) 
-![](https://img.shields.io/badge/python-3.9-blue.svg)
-![](https://img.shields.io/badge/python-3.10-blue.svg)
-![](https://img.shields.io/badge/python-3.11-blue.svg)
+![python](https://img.shields.io/pypi/pyversions/talipp?logo=python)
 ![PyPy](https://img.shields.io/badge/pypy-3-blue.svg)
 ![unit tests](https://github.com/nardew/talipp/workflows/unit%20tests/badge.svg)
 

diff --git a/talipp/indicators/ALMA.py b/talipp/indicators/ALMA.py
@@ -40,7 +40,7 @@ def __init__(self, period: int,
         self.w = []
         self.w_sum = 0.0
         s = self.period / float(self.sigma)
-        m = int((self.period - 1) * self.offset)
+        m = (self.period - 1) * self.offset
         for i in range(0, self.period):
             self.w.append(exp(-1 * (i - m) * (i - m) / (2 * s * s)))
             self.w_sum += self.w[-1]

diff --git a/test/test_ALMA.py b/test/test_ALMA.py
@@ -14,9 +14,9 @@ def test_init(self):
 
         print(ind)
 
-        self.assertAlmostEqual(ind[-3], 9.795859, places = 5)
-        self.assertAlmostEqual(ind[-2], 10.121439, places = 5)
-        self.assertAlmostEqual(ind[-1], 10.257038, places = 5)
+        self.assertAlmostEqual(ind[-3], 10.053326, places = 5)
+        self.assertAlmostEqual(ind[-2], 10.267585, places = 5)
+        self.assertAlmostEqual(ind[-1], 10.264363, places = 5)
 
     def test_update(self):
         self.assertIndicatorUpdate(ALMA(9, 0.85, 6, self.input_values))