How to correctly calculate the BBP ( Bollinger bands percent ) for cryptocurency price?









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I try to calculate the BBP ( Bollinger bands percent ) in python by this code. Howevery, my BBP function returns inf or -inf for bbp. Confusingly when I use some coin close price like ETH this function return the correct bbp number (not inf).



This is my python code:



import requests
import json
import pandas as pd
import numpy as np
from talib import RSI, BBANDS

def BBP(price, close):
up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
bbp = (price['close'] - low) / (up - low)
print(up[-1])
print(mid[-1])
print(low[-1])
print(bbp.iloc[-1])
return bbp

r = requests.get('https://min-api.cryptocompare.com/data/histohour?fsym=SALT&tsym=BTC&limit=900&s=Binance&aggregate=5')
j = r.json()

price = pd.DataFrame(j['Data'])
price = price.sort_values(by='time', ascending=False)
price = price.iloc[::-1]
price = price.dropna()
close = price['close'].values

up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)

rsi = RSI(close, timeperiod=14)
bbp = BBP(price, close)

price.insert(loc=0, column='RSI',value=rsi)
price.insert(loc=0, column='BBP',value=bbp)

print(price.head(30))


If I use ETH instead of SALT in the request API that code works correctly but in other small prices coins the BBP function returns inf for the BBP column in the price data frame.



This is a sample of the return value for SALT:



 BBP RSI close high low open time 
0 NaN NaN 0.000069 0.000071 0.000068 0.000068 1534626000
1 NaN NaN 0.000070 0.000070 0.000068 0.000069 1534644000
2 NaN NaN 0.000072 0.000072 0.000068 0.000070 1534662000
3 NaN NaN 0.000073 0.000073 0.000071 0.000072 1534680000
4 NaN NaN 0.000074 0.000074 0.000072 0.000073 1534698000
5 NaN NaN 0.000073 0.000074 0.000072 0.000074 1534716000
6 NaN NaN 0.000073 0.000074 0.000072 0.000073 1534734000
7 NaN NaN 0.000071 0.000073 0.000071 0.000073 1534752000
8 NaN NaN 0.000072 0.000074 0.000070 0.000071 1534770000
9 NaN NaN 0.000069 0.000072 0.000069 0.000072 1534788000
10 NaN NaN 0.000070 0.000071 0.000068 0.000069 1534806000
11 NaN NaN 0.000072 0.000072 0.000069 0.000070 1534824000
12 NaN NaN 0.000070 0.000072 0.000070 0.000072 1534842000
13 NaN NaN 0.000070 0.000070 0.000069 0.000070 1534860000
14 NaN 56.138260 0.000071 0.000072 0.000069 0.000070 1534878000
15 NaN 53.757682 0.000071 0.000073 0.000071 0.000071 1534896000
16 NaN 56.547317 0.000072 0.000072 0.000070 0.000071 1534914000
17 NaN 52.340624 0.000070 0.000072 0.000070 0.000072 1534932000
18 NaN 42.426811 0.000067 0.000071 0.000067 0.000070 1534950000
19 -inf 41.721667 0.000067 0.000067 0.000065 0.000067 1534968000
20 -inf 41.087686 0.000066 0.000067 0.000066 0.000067 1534986000
21 -inf 42.663976 0.000067 0.000067 0.000066 0.000066 1535004000
22 -inf 46.241512 0.000068 0.000068 0.000066 0.000067 1535022000
23 -inf 47.300220 0.000068 0.000069 0.000067 0.000068 1535040000
24 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535058000
25 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535076000
26 -inf 50.590822 0.000069 0.000069 0.000068 0.000068 1535094000
27 inf 56.805348 0.000071 0.000071 0.000068 0.000069 1535112000
28 inf 57.658800 0.000071 0.000072 0.000069 0.000071 1535130000
29 inf 63.418810 0.000073 0.000073 0.000070 0.000071 1535148000


How can I fix this?



Thanks.










share|improve this question



























    up vote
    0
    down vote

    favorite












    I try to calculate the BBP ( Bollinger bands percent ) in python by this code. Howevery, my BBP function returns inf or -inf for bbp. Confusingly when I use some coin close price like ETH this function return the correct bbp number (not inf).



    This is my python code:



    import requests
    import json
    import pandas as pd
    import numpy as np
    from talib import RSI, BBANDS

    def BBP(price, close):
    up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
    bbp = (price['close'] - low) / (up - low)
    print(up[-1])
    print(mid[-1])
    print(low[-1])
    print(bbp.iloc[-1])
    return bbp

    r = requests.get('https://min-api.cryptocompare.com/data/histohour?fsym=SALT&tsym=BTC&limit=900&s=Binance&aggregate=5')
    j = r.json()

    price = pd.DataFrame(j['Data'])
    price = price.sort_values(by='time', ascending=False)
    price = price.iloc[::-1]
    price = price.dropna()
    close = price['close'].values

    up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)

    rsi = RSI(close, timeperiod=14)
    bbp = BBP(price, close)

    price.insert(loc=0, column='RSI',value=rsi)
    price.insert(loc=0, column='BBP',value=bbp)

    print(price.head(30))


    If I use ETH instead of SALT in the request API that code works correctly but in other small prices coins the BBP function returns inf for the BBP column in the price data frame.



    This is a sample of the return value for SALT:



     BBP RSI close high low open time 
    0 NaN NaN 0.000069 0.000071 0.000068 0.000068 1534626000
    1 NaN NaN 0.000070 0.000070 0.000068 0.000069 1534644000
    2 NaN NaN 0.000072 0.000072 0.000068 0.000070 1534662000
    3 NaN NaN 0.000073 0.000073 0.000071 0.000072 1534680000
    4 NaN NaN 0.000074 0.000074 0.000072 0.000073 1534698000
    5 NaN NaN 0.000073 0.000074 0.000072 0.000074 1534716000
    6 NaN NaN 0.000073 0.000074 0.000072 0.000073 1534734000
    7 NaN NaN 0.000071 0.000073 0.000071 0.000073 1534752000
    8 NaN NaN 0.000072 0.000074 0.000070 0.000071 1534770000
    9 NaN NaN 0.000069 0.000072 0.000069 0.000072 1534788000
    10 NaN NaN 0.000070 0.000071 0.000068 0.000069 1534806000
    11 NaN NaN 0.000072 0.000072 0.000069 0.000070 1534824000
    12 NaN NaN 0.000070 0.000072 0.000070 0.000072 1534842000
    13 NaN NaN 0.000070 0.000070 0.000069 0.000070 1534860000
    14 NaN 56.138260 0.000071 0.000072 0.000069 0.000070 1534878000
    15 NaN 53.757682 0.000071 0.000073 0.000071 0.000071 1534896000
    16 NaN 56.547317 0.000072 0.000072 0.000070 0.000071 1534914000
    17 NaN 52.340624 0.000070 0.000072 0.000070 0.000072 1534932000
    18 NaN 42.426811 0.000067 0.000071 0.000067 0.000070 1534950000
    19 -inf 41.721667 0.000067 0.000067 0.000065 0.000067 1534968000
    20 -inf 41.087686 0.000066 0.000067 0.000066 0.000067 1534986000
    21 -inf 42.663976 0.000067 0.000067 0.000066 0.000066 1535004000
    22 -inf 46.241512 0.000068 0.000068 0.000066 0.000067 1535022000
    23 -inf 47.300220 0.000068 0.000069 0.000067 0.000068 1535040000
    24 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535058000
    25 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535076000
    26 -inf 50.590822 0.000069 0.000069 0.000068 0.000068 1535094000
    27 inf 56.805348 0.000071 0.000071 0.000068 0.000069 1535112000
    28 inf 57.658800 0.000071 0.000072 0.000069 0.000071 1535130000
    29 inf 63.418810 0.000073 0.000073 0.000070 0.000071 1535148000


    How can I fix this?



    Thanks.










    share|improve this question

























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      I try to calculate the BBP ( Bollinger bands percent ) in python by this code. Howevery, my BBP function returns inf or -inf for bbp. Confusingly when I use some coin close price like ETH this function return the correct bbp number (not inf).



      This is my python code:



      import requests
      import json
      import pandas as pd
      import numpy as np
      from talib import RSI, BBANDS

      def BBP(price, close):
      up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
      bbp = (price['close'] - low) / (up - low)
      print(up[-1])
      print(mid[-1])
      print(low[-1])
      print(bbp.iloc[-1])
      return bbp

      r = requests.get('https://min-api.cryptocompare.com/data/histohour?fsym=SALT&tsym=BTC&limit=900&s=Binance&aggregate=5')
      j = r.json()

      price = pd.DataFrame(j['Data'])
      price = price.sort_values(by='time', ascending=False)
      price = price.iloc[::-1]
      price = price.dropna()
      close = price['close'].values

      up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)

      rsi = RSI(close, timeperiod=14)
      bbp = BBP(price, close)

      price.insert(loc=0, column='RSI',value=rsi)
      price.insert(loc=0, column='BBP',value=bbp)

      print(price.head(30))


      If I use ETH instead of SALT in the request API that code works correctly but in other small prices coins the BBP function returns inf for the BBP column in the price data frame.



      This is a sample of the return value for SALT:



       BBP RSI close high low open time 
      0 NaN NaN 0.000069 0.000071 0.000068 0.000068 1534626000
      1 NaN NaN 0.000070 0.000070 0.000068 0.000069 1534644000
      2 NaN NaN 0.000072 0.000072 0.000068 0.000070 1534662000
      3 NaN NaN 0.000073 0.000073 0.000071 0.000072 1534680000
      4 NaN NaN 0.000074 0.000074 0.000072 0.000073 1534698000
      5 NaN NaN 0.000073 0.000074 0.000072 0.000074 1534716000
      6 NaN NaN 0.000073 0.000074 0.000072 0.000073 1534734000
      7 NaN NaN 0.000071 0.000073 0.000071 0.000073 1534752000
      8 NaN NaN 0.000072 0.000074 0.000070 0.000071 1534770000
      9 NaN NaN 0.000069 0.000072 0.000069 0.000072 1534788000
      10 NaN NaN 0.000070 0.000071 0.000068 0.000069 1534806000
      11 NaN NaN 0.000072 0.000072 0.000069 0.000070 1534824000
      12 NaN NaN 0.000070 0.000072 0.000070 0.000072 1534842000
      13 NaN NaN 0.000070 0.000070 0.000069 0.000070 1534860000
      14 NaN 56.138260 0.000071 0.000072 0.000069 0.000070 1534878000
      15 NaN 53.757682 0.000071 0.000073 0.000071 0.000071 1534896000
      16 NaN 56.547317 0.000072 0.000072 0.000070 0.000071 1534914000
      17 NaN 52.340624 0.000070 0.000072 0.000070 0.000072 1534932000
      18 NaN 42.426811 0.000067 0.000071 0.000067 0.000070 1534950000
      19 -inf 41.721667 0.000067 0.000067 0.000065 0.000067 1534968000
      20 -inf 41.087686 0.000066 0.000067 0.000066 0.000067 1534986000
      21 -inf 42.663976 0.000067 0.000067 0.000066 0.000066 1535004000
      22 -inf 46.241512 0.000068 0.000068 0.000066 0.000067 1535022000
      23 -inf 47.300220 0.000068 0.000069 0.000067 0.000068 1535040000
      24 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535058000
      25 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535076000
      26 -inf 50.590822 0.000069 0.000069 0.000068 0.000068 1535094000
      27 inf 56.805348 0.000071 0.000071 0.000068 0.000069 1535112000
      28 inf 57.658800 0.000071 0.000072 0.000069 0.000071 1535130000
      29 inf 63.418810 0.000073 0.000073 0.000070 0.000071 1535148000


      How can I fix this?



      Thanks.










      share|improve this question















      I try to calculate the BBP ( Bollinger bands percent ) in python by this code. Howevery, my BBP function returns inf or -inf for bbp. Confusingly when I use some coin close price like ETH this function return the correct bbp number (not inf).



      This is my python code:



      import requests
      import json
      import pandas as pd
      import numpy as np
      from talib import RSI, BBANDS

      def BBP(price, close):
      up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
      bbp = (price['close'] - low) / (up - low)
      print(up[-1])
      print(mid[-1])
      print(low[-1])
      print(bbp.iloc[-1])
      return bbp

      r = requests.get('https://min-api.cryptocompare.com/data/histohour?fsym=SALT&tsym=BTC&limit=900&s=Binance&aggregate=5')
      j = r.json()

      price = pd.DataFrame(j['Data'])
      price = price.sort_values(by='time', ascending=False)
      price = price.iloc[::-1]
      price = price.dropna()
      close = price['close'].values

      up, mid, low = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)

      rsi = RSI(close, timeperiod=14)
      bbp = BBP(price, close)

      price.insert(loc=0, column='RSI',value=rsi)
      price.insert(loc=0, column='BBP',value=bbp)

      print(price.head(30))


      If I use ETH instead of SALT in the request API that code works correctly but in other small prices coins the BBP function returns inf for the BBP column in the price data frame.



      This is a sample of the return value for SALT:



       BBP RSI close high low open time 
      0 NaN NaN 0.000069 0.000071 0.000068 0.000068 1534626000
      1 NaN NaN 0.000070 0.000070 0.000068 0.000069 1534644000
      2 NaN NaN 0.000072 0.000072 0.000068 0.000070 1534662000
      3 NaN NaN 0.000073 0.000073 0.000071 0.000072 1534680000
      4 NaN NaN 0.000074 0.000074 0.000072 0.000073 1534698000
      5 NaN NaN 0.000073 0.000074 0.000072 0.000074 1534716000
      6 NaN NaN 0.000073 0.000074 0.000072 0.000073 1534734000
      7 NaN NaN 0.000071 0.000073 0.000071 0.000073 1534752000
      8 NaN NaN 0.000072 0.000074 0.000070 0.000071 1534770000
      9 NaN NaN 0.000069 0.000072 0.000069 0.000072 1534788000
      10 NaN NaN 0.000070 0.000071 0.000068 0.000069 1534806000
      11 NaN NaN 0.000072 0.000072 0.000069 0.000070 1534824000
      12 NaN NaN 0.000070 0.000072 0.000070 0.000072 1534842000
      13 NaN NaN 0.000070 0.000070 0.000069 0.000070 1534860000
      14 NaN 56.138260 0.000071 0.000072 0.000069 0.000070 1534878000
      15 NaN 53.757682 0.000071 0.000073 0.000071 0.000071 1534896000
      16 NaN 56.547317 0.000072 0.000072 0.000070 0.000071 1534914000
      17 NaN 52.340624 0.000070 0.000072 0.000070 0.000072 1534932000
      18 NaN 42.426811 0.000067 0.000071 0.000067 0.000070 1534950000
      19 -inf 41.721667 0.000067 0.000067 0.000065 0.000067 1534968000
      20 -inf 41.087686 0.000066 0.000067 0.000066 0.000067 1534986000
      21 -inf 42.663976 0.000067 0.000067 0.000066 0.000066 1535004000
      22 -inf 46.241512 0.000068 0.000068 0.000066 0.000067 1535022000
      23 -inf 47.300220 0.000068 0.000069 0.000067 0.000068 1535040000
      24 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535058000
      25 -inf 47.984947 0.000068 0.000069 0.000067 0.000068 1535076000
      26 -inf 50.590822 0.000069 0.000069 0.000068 0.000068 1535094000
      27 inf 56.805348 0.000071 0.000071 0.000068 0.000069 1535112000
      28 inf 57.658800 0.000071 0.000072 0.000069 0.000071 1535130000
      29 inf 63.418810 0.000073 0.000073 0.000070 0.000071 1535148000


      How can I fix this?



      Thanks.







      python pandas finance ta-lib






      share|improve this question















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      share|improve this question




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      edited Nov 10 at 7:24

























      asked Nov 10 at 6:03









      Arman Feyzi

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