Issue trying to plot renko chart

[gambitov]

I am getting OHLCV from binance

symbol = 'BTC/USDT'
time_frame = '1h'

candles = exchange.fetch_ohlcv(symbol, time_frame)
df = pd.DataFrame(candles,columns=['date','open','high','low','close','volume'])
df['date'] = df['date'].apply(lambda date: pd.Timestamp(time.ctime(date/1000.)))
#df.set_index('date',inplace=True)
print(df.head())

My data has this form:

                 date      open      high       low     close       volume
0 2021-06-07 16:00:00  34440.44  34647.58  33563.40  34113.35  7836.220911
1 2021-06-07 17:00:00  34113.66  34291.54  33905.55  34147.92  3330.645468
2 2021-06-07 18:00:00  34147.92  34182.80  33300.00  33552.79  5918.137625
3 2021-06-07 19:00:00  33556.96  34068.01  33340.00  33670.35  7752.349081
4 2021-06-07 20:00:00  33669.79  33961.90  33553.39  33776.06  3102.174650

I am using renko code:

r = Renko(df)
r.set_brick_size(auto=True, atr_interval=2)
r.build()
r.plot()

But I have this issue:

  File "c:/Users/Gabriel/Desktop/Bot/Analizador/test_tacharts.py", line 47, in <module>
    r.set_brick_size(auto=True, atr_interval=2)
  File "C:\Users\Gabriel\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.8_qbz5n2kfra8p0\LocalCache\local-packages\Python38\site-packages\TAcharts\indicators\renko.py", line 46, in set_brick_size
    self.brick_size = self._optimize_brick_size(auto, brick_size, atr_interval)
  File "C:\Users\Gabriel\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.8_qbz5n2kfra8p0\LocalCache\local-packages\Python38\site-packages\TAcharts\indicators\renko.py", line 53, in _optimize_brick_size
    average_true_range = atr(
  File "C:\Users\Gabriel\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.8_qbz5n2kfra8p0\LocalCache\local-packages\Python38\site-packages\TAcharts\indicators\atr.py", line 17, in atr
    prev_close = np.insert(close[:-1], 0, 0)
  File "<__array_function__ internals>", line 5, in insert
  File "C:\Users\Gabriel\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.8_qbz5n2kfra8p0\LocalCache\local-packages\Python38\site-packages\numpy\lib\function_base.py", line 4601, in insert
    return wrap(new)
  File "C:\Users\Gabriel\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.8_qbz5n2kfra8p0\LocalCache\local-packages\Python38\site-packages\pandas\core\generic.py", line 1918, in __array_wrap__
    return self._constructor(result, **d).__finalize__(self)
  File "C:\Users\Gabriel\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.8_qbz5n2kfra8p0\LocalCache\local-packages\Python38\site-packages\pandas\core\series.py", line 291, in __init__
    raise ValueError(
ValueError: Length of passed values is 500, index implies 499.

[ainarbot]

Hello! I have the exact same issue.

[Baappii]

i have same issue, can you please check

[jaimebw]

I have been looking through the source code because I am having the same issue, and I have found some stuff that seem to be erroneous in the renko implementation. In the source code for building the blocks, I have found that in these two lines:

• Line 64
• Line 111

You are referring to a self.close class variable that does not exist. I tried to change it to self.df.close in order to see if that made everything work but another error arises. This one has to do with the atr function, and going through it I saw that in line 23 two true_range are computed(idk if its a normal thing) but only the last one is used. I am unsure if the things I said are expected to happen. Anyways, hope this helps. If have some time, I might try to do a PR trying to fix the renko implementation.