fixing NaNs issue on KAMA

bukosabino · Aug 18, 2022 · cc4e974 · cc4e974
1 parent 733f2d7
commit cc4e974
Showing 1 changed file with 3 additions and 1 deletion.
diff --git 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 = (
             (