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mistyping
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Groni3000 committed Dec 4, 2022
1 parent 2dc646f commit 17b8dea
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion ta/volume.py
Original file line number Diff line number Diff line change
Expand Up @@ -288,7 +288,7 @@ def __init__(self, close: pd.Series, volume: pd.Series, fillna: bool = False, sm
self._run()

def _run(self):
self._vpt = (self._closes.pct_change().fillna(self._close.mean()) * self._volume).cumsum() #.fillna(self._close.mean()) is BAD
self._vpt = (self._close.pct_change().fillna(self._close.mean()) * self._volume).cumsum() #.fillna(self._close.mean()) is BAD
if self._smoothing_factor:
min_periods = 0 if self._fillna else self._window
self._vpt = self._vpt.rolling(self._smoothing_factor, min_periods=min_periods).mean()
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