I'm working on a Volume Flow Indicator (VFI) script in Indie
, and I'm running into an error when trying to get a value from self.volume[0]
. Specifically, I get this error:
Error: 25:13 symbol self.volume[0].value_or not found
Source code:
# indie:lang_version = 5
import math
from indie import indicator, param, MutSeriesF, level, line_style, color, plot, SeriesF
from indie.algorithms import StdDev, Sma, Sum, Ema
@indicator('VFI') # Volume Flow Indicator
@param.int('length', default=130, min=1, title='VFI length')
@param.float('coef', default=0.2, title='Cutoff coef')
@param.float('vcoef', default=2.5, title='Max. vol. cutoff')
@param.int('signal_length', default=5, min=1, title='Signal length')
@param.bool('smooth_vfi', default=False, title='Smooth VFI')
@param.bool('show_histo', default=True, title='Show histogram')
@level(0, line_color=color.GRAY, line_style=line_style.DASHED)
@plot.histogram(color=color.GRAY(0.5), line_width=3, id='plot_0')
@plot.line(color=color.RED, title='EMA of VFI', id='plot_1')
@plot.line(color=color.GREEN, line_width=2, title='VFI', id='plot_2')
def Main(self, length, coef, vcoef, signal_length, smooth_vfi, show_histo):
typical = self.hlc3
inter = math.log(typical[0]) - math.log(typical[1])
vinter = StdDev.new(MutSeriesF.new(inter), 30)[0]
cutoff = coef * vinter * self.close[0]
vave = Sma.new(self.volume, length)[1]
vmax = vave * vcoef
vc = min(self.volume[0].value_or(math.nan), vmax)
mf = typical[0] - typical[1]
vcp = MutSeriesF.new(0)
if mf > cutoff:
vcp[0] = vc
elif mf < -cutoff:
vcp[0] = -vc
vfi: SeriesF = MutSeriesF.new(Sum.new(vcp, length)[0] / vave)
if smooth_vfi:
vfi = Sma.new(vfi, 3)
vfima = Ema.new(vfi, signal_length)
d = vfi[0] - vfima[0]
return (
d if show_histo else math.nan,
vfima[0],
vfi[0],
)
I thought that self.volume[0]
was a SeriesF
, and I needed to use .value_or(math.nan)
to extract a float. But Indie says value_or
is not found.
- Do
SeriesF
built-in variables likeself.volume[0]
not support.value_or()
? - How should I properly extract the value of
self.volume[0]
for use inmin()
? - Is there another way to handle missing values in Indie?