in calcuate_macd,
let signal = calculate_ema(&temp_df, column, signal_period)?;
but some values are NaN, then in calculate_ema:
let mut sma_sum = 0.0;
for i in 0..window {
let val = series_ca.get(i).unwrap_or(0.0);
sma_sum += val;
...
}
cause sam_sum always be NaN.
series_ca.get(i).unwrap_or(0.0) return NaN if value is NaN.
and,
for i in window..series.len() {
let price = series_ca.get(i).unwrap_or(0.0);
...
let ema = alpha * price + (1.0 - alpha) * prev_ema;
ema will be NaN too.
Can be fixed as:
for i in 0..window {
let val = series_ca.get(i).unwrap_or(0.0);
if !val.is_nan() {
sma_sum += val;
}
// Fill with nulls until we have enough data
if i < window - 1 {
ema_values.push(f64::NAN);
}
}
for i in window..series.len() {
let price = series_ca.get(i).unwrap_or(0.0);
if price.is_nan() {
ema_values.push(f64::NAN);
continue;
}
let ema = alpha * price + (1.0 - alpha) * prev_ema;
log::info!("alpha: {}, price: {}, prev_ema: {}, ema: {}", alpha, price, prev_ema, ema);
ema_values.push(ema);
prev_ema = ema;
}
but maybe shouldn't apply to the original calculate_ema fn.
in calcuate_macd,
but some values are NaN, then in calculate_ema:
cause sam_sum always be NaN.
series_ca.get(i).unwrap_or(0.0)return NaN if value is NaN.and,
ema will be NaN too.
Can be fixed as:
but maybe shouldn't apply to the original
calculate_emafn.