From cc4e974887e5b7603a2ef0a773a3ac6014765dc1 Mon Sep 17 00:00:00 2001 From: Or Yarimi Date: Thu, 18 Aug 2022 13:06:26 +0300 Subject: [PATCH] fixing NaNs issue on KAMA --- ta/momentum.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/ta/momentum.py b/ta/momentum.py index b86d974b..69a4cda7 100644 --- a/ta/momentum.py +++ b/ta/momentum.py @@ -321,7 +321,9 @@ def _run(self): min_periods = 0 if self._fillna else self._window er_num = abs(close_values - np.roll(close_values, self._window)) er_den = vol.rolling(self._window, min_periods=min_periods).sum() - efficiency_ratio = er_num / er_den + efficiency_ratio = np.divide( + er_num, er_den, out=np.zeros_like(er_num), where=er_den != 0 + ) smoothing_constant = ( (