[Python] Why my C++ talib and python talib have different results? [closed]

Discussão em 'Python' iniciado por Stack, Fevereiro 25, 2025.

  1. Stack

    Stack Membro Participativo

    I was trying to migrate from python to C++ but it seems that the results are so different. I was using the same library which is talib

    in c++

    int size = closePrices.size();
    std::vector<double> macd(size), signal(size), hist(size);
    int outBegIdx, outNbElement;

    const int fastPeriod = 12;
    const int slowPeriod = 26;
    const int signalPeriod = 9;

    TA_RetCode retCode = TA_MACD(0, size - 1, closePrices.data(), fastPeriod, slowPeriod, signalPeriod, &outBegIdx, &outNbElement, macd.data(), signal.data(), hist.data());


    and in python

    import pandas as pd
    import talib
    import numpy as np

    # Load your price data
    df = pd.read_csv("EURJPY.csv")
    # Calculate MACD
    macd, signal, hist = talib.MACD(
    df["close"], fastperiod=12, slowperiod=26, signalperiod=9
    )
    # Save to CSV
    pd.DataFrame({"MACD": macd, "Signal": signal, "Histogram": hist}).to_csv(
    "macd_results_python.csv"
    )


    I'm pretty sure they are followed in https://ta-lib.org/ in the docs

    Continue reading...

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