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Swap signal/histogram to align correctly#520

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justinpolygon merged 2 commits into
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jw-macd-swap
Sep 23, 2023
Merged

Swap signal/histogram to align correctly#520
justinpolygon merged 2 commits into
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jw-macd-swap

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@justinpolygon justinpolygon commented Sep 18, 2023 •
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Fixes #517.

When you query MACD with https://api.polygon.io/v1/indicators/macd/AAPL?timestamp=2023-09-15&timespan=day&adjusted=true&short_window=12&long_window=26&signal_window=9&series_type=close&order=desc&apiKey=XXXXX

You'll get:

{
    "results": {
        "underlying": {
            "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/1683259200000/1694822400000?limit=129&sort=desc"
        },
        "values": [
            {
                "timestamp": 1694750400000,
                "value": -1.8845466782712492,
                "signal": -1.1791051213715642,
                "histogram": -0.705441556899685
            }
        ]
    },
    "status": "OK",
    "request_id": "f445778cb41fc163c0ee5a10da0c940e"
}

If you run the same thing via the python client using this:

from polygon import RESTClient

client = RESTClient()

macd = client.get_macd("AAPL", 
	timestamp="2023-09-15", 
	timespan="day", 
	adjusted=True, 
	short_window=12,
	long_window=26,
	signal_window=9,
	series_type="close"
	)
print(macd)

You'll get:

MACDIndicatorResults(
	values=[
	MACDIndicatorValue(
		timestamp=1694750400000, 
		value=-1.8845466782712492, 
		signal=-0.705441556899685, 
		histogram=-1.1791051213715642
		)], 
		underlying=IndicatorUnderlying(url='https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/1683259200000/1694822400000?limit=129&sort=desc', aggregates=[]))

You can see the signal and histogram values are swapped. This PR corrects the code and tests.

@justinpolygon justinpolygon marked this pull request as ready for review September 18, 2023 22:59
@justinpolygon justinpolygon merged commit e16370e into master Sep 23, 2023
@justinpolygon justinpolygon deleted the jw-macd-swap branch September 23, 2023 18:11
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@mmoghaddam385 mmoghaddam385 mmoghaddam385 approved these changes

@jbonzo jbonzo Awaiting requested review from jbonzo

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MACDIndicatorValue has histogram and signal values reversed

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@justinpolygon @mmoghaddam385