fix talib bug on bollinger bands and other indicators when working on…

… small assets, rise talib prescision and add test associated

Dockerfile

@@ -5,6 +5,7 @@ RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
 RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
   tar xzvf - && \
   cd ta-lib && \
+  sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
   ./configure && make && make install && \
   cd .. && rm -rf ta-lib
 ENV LD_LIBRARY_PATH /usr/local/lib

freqtrade/tests/test_talib.py

@@ -0,0 +1,15 @@
+
+
+import talib.abstract as ta
+import pandas as pd
+
+def test_talib_bollingerbands_near_zero_values():
+    inputs = pd.DataFrame([
+        {'close': 0.00000010},
+        {'close': 0.00000011},
+        {'close': 0.00000012},
+        {'close': 0.00000013},
+        {'close': 0.00000014}
+    ])
+    bollinger = ta.BBANDS(inputs, matype=0, timeperiod=2)
+    assert (bollinger['upperband'][3] != bollinger['middleband'][3])

install_ta-lib.sh

@@ -1,7 +1,11 @@
 if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
-  cd ta-lib && ./configure && make && sudo make install && cd ..
+  cd ta-lib && \
+  sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
+  ./configure && make && sudo make install && cd ..
 else
   echo "TA-lib already installed, skipping download and build."
-  cd ta-lib && sudo make install && cd ..
+  cd ta-lib && \
+  sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
+  sudo make install && cd ..
 fi