Fixed {MIN/MAX/MINMAX}INDEX functions to return correct indices.

Author: mrjbq7

CHANGELOG

@@ -1,3 +1,8 @@
+0.4.21
+======
+
+- [FIX]: Fixed {MIN/MAX/MINMAX}INDEX functions to return correct indices.
+
 0.4.20
 ======
 

setup.py

@@ -144,7 +144,7 @@ def build_extensions(self):
 
 setup(
     name='TA-Lib',
-    version='0.4.20',
+    version='0.4.21',
     description='Python wrapper for TA-Lib',
     long_description=long_description,
     long_description_content_type='text/markdown',

talib/__init__.py

@@ -75,7 +75,7 @@ def wrapper(*args, **kwargs):
     setattr(stream, func_name, wrapped_func)
     globals()[stream_func_name] = wrapped_func
 
-__version__ = '0.4.20'
+__version__ = '0.4.21'
 
 # In order to use this python library, talib (i.e. this __file__) will be
 # imported at some point, either explicitly or indirectly via talib.func

talib/_func.pxi

@@ -3667,6 +3667,9 @@ def MAXINDEX( np.ndarray real not None , int timeperiod=-2**31 ):
     outinteger = make_int_array(length, lookback)
     retCode = lib.TA_MAXINDEX( 0 , endidx , <double *>(real.data)+begidx , timeperiod , &outbegidx , &outnbelement , <int *>(outinteger.data)+lookback )
     _ta_check_success("TA_MAXINDEX", retCode)
+    outinteger_data = <int*>outinteger.data
+    for i from lookback <= i < length:
+        outinteger_data[i] += begidx
     return outinteger 
 
 @wraparound(False)  # turn off relative indexing from end of lists
@@ -3856,6 +3859,9 @@ def MININDEX( np.ndarray real not None , int timeperiod=-2**31 ):
     outinteger = make_int_array(length, lookback)
     retCode = lib.TA_MININDEX( 0 , endidx , <double *>(real.data)+begidx , timeperiod , &outbegidx , &outnbelement , <int *>(outinteger.data)+lookback )
     _ta_check_success("TA_MININDEX", retCode)
+    outinteger_data = <int*>outinteger.data
+    for i from lookback <= i < length:
+        outinteger_data[i] += begidx
     return outinteger 
 
 @wraparound(False)  # turn off relative indexing from end of lists
@@ -3924,6 +3930,12 @@ def MINMAXINDEX( np.ndarray real not None , int timeperiod=-2**31 ):
     outmaxidx = make_int_array(length, lookback)
     retCode = lib.TA_MINMAXINDEX( 0 , endidx , <double *>(real.data)+begidx , timeperiod , &outbegidx , &outnbelement , <int *>(outminidx.data)+lookback , <int *>(outmaxidx.data)+lookback )
     _ta_check_success("TA_MINMAXINDEX", retCode)
+    outminidx_data = <int*>outminidx.data
+    for i from lookback <= i < length:
+        outminidx_data[i] += begidx
+    outmaxidx_data = <int*>outmaxidx.data
+    for i from lookback <= i < length:
+        outmaxidx_data[i] += begidx
     return outminidx , outmaxidx 
 
 @wraparound(False)  # turn off relative indexing from end of lists

talib/_ta_lib.c

@@ -47,21 +47,21 @@ def test_pandas_series():
     output = talib.SMA(input_df['close'], 10)
     expected = pandas.Series(func.SMA(ford_2012['close'], 10),
                              index=input_df.index)
-    pandas.util.testing.assert_series_equal(output, expected)
+    pandas.testing.assert_series_equal(output, expected)
 
     # Test kwargs
     output = talib.SMA(real=input_df['close'], timeperiod=10)
-    pandas.util.testing.assert_series_equal(output, expected)
+    pandas.testing.assert_series_equal(output, expected)
 
     # Test talib.func API
     output = func.SMA(input_df['close'], timeperiod=10)
-    pandas.util.testing.assert_series_equal(output, expected)
+    pandas.testing.assert_series_equal(output, expected)
 
     # Test multiple outputs such as from BBANDS
     _, output, _ = talib.BBANDS(input_df['close'], 10)
     expected = pandas.Series(func.BBANDS(ford_2012['close'], 10)[1],
                              index=input_df.index)
-    pandas.util.testing.assert_series_equal(output, expected)
+    pandas.testing.assert_series_equal(output, expected)
 
 
 def test_SMA():

talib/test_abstract.py

@@ -156,3 +156,14 @@ def test_MAVP():
     sma3 = func.SMA(a, 3)
     assert_np_arrays_equal(result[2::2], sma2[2::2])
     assert_np_arrays_equal(result[3::2], sma3[3::2])
+
+def test_MAXINDEX():
+    import talib as func
+    import numpy as np
+    a = np.array([1., 2, 3, 4, 5, 6, 7, 8, 7, 7, 3, 4, 5, 6, 7, 8, 9, 2, 3, 4, 5, 15])
+    b = func.MA(a, 10)
+    c = func.MAXINDEX(b, 10)
+    assert_np_arrays_equal(c, [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,16,16,16,21])
+    d = np.array([1., 2, 3])
+    e = func.MAXINDEX(d, 10)
+    assert_np_arrays_equal(e, [0,0,0])

talib/test_func.py

@@ -57,3 +57,10 @@ def test_CDL3BLACKCROWS_pandas():
 
     r = stream.CDL3BLACKCROWS(o, h, l, c)
     assert_equals(r, -100)
+
+def test_MAXINDEX():
+    import talib as stream
+    import numpy as np
+    a = np.array([1., 2, 3, 4, 5, 6, 7, 8, 7, 7, 3, 4, 5, 6, 7, 8, 9, 2, 3, 4, 5, 15])
+    r = stream.MAXINDEX(a, 10)
+    assert_equals(r, 21)

talib/test_stream.py

@@ -11,7 +11,7 @@
 # FIXME: don't return number of elements since it always equals allocation?
 
 functions = []
-include_paths = ['/usr/include', '/usr/local/include', '/opt/include', '/opt/local/include']
+include_paths = ['/usr/include', '/usr/local/include', '/opt/include', '/opt/local/include', '/opt/homebrew/Cellar/ta-lib/0.4.0/include']
 if sys.platform == 'win32':
     include_paths = [r'c:\ta-lib\c\include']
 header_found = False
@@ -381,6 +381,18 @@ def cleanup(name):
 
     print(')')
     print('    _ta_check_success("%s", retCode)' % name)
+    if 'INDEX' in f:
+        for arg in args:
+            var = arg.split()[-1]
+
+            if 'out' not in var:
+                continue
+
+            if var.endswith('[]'):
+                var = cleanup(var[:-2])
+                print('    %s_data = <int*>%s.data' % (var, var))
+                print('    for i from lookback <= i < length:')
+                print('        %s_data[i] += begidx' % var)
     print('    return ', end='')
     i = 0
     for arg in args: