hudson-and-thames/mlfinlab

get_ema_dollar_imbalance_bars returns empty dataframe

eugencuic opened this issue · 3 comments

Describe the bug
A clear and concise description of what the bug is.

To Reproduce
Steps to reproduce the behavior:

  1. use a dataset that create a pandas frame when generating tick_bars
  2. use same dataset as above and create get_ema_dollar_imbalance_bars
  3. the function returns a tuple instead of a dataframe

Expected behavior
To get the same DataFrame as with standard data strucutres

Desktop (please complete the following information):

  • OS: Windows
  • Version: 0.15.3

This is also a problem for get_ema_dollar_run_bars, get_const_dollar_run_bars,get_ema_volume_run_bars.
The functions return an empty DataFrame.

image

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Ass you can see, a Tuple is generated by the functions and not a DataFrame.

the output is a tuple (x,y) and you get the dataframe by calling the first element of the tuple:
tuple[0]
@ahmedyounis

Thanks @eugencuic 👍