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BUG: MACD with signalperiod = 1 - data leak #725
Description
Hello everyone, I've encountered dangerous behavior of library while calculating MACD with signalperiod = 1:
How to reproduce:
np.random.seed(42)
test_data = np.random.randn(2000) * 100 + 1000
fastperiod = 2
slowperiod = 32
signalperiod = 1
macd_1, macdsignal_1, macdhist_1 = ta.MACD(
real=np.append(test_data[:1500],-999999999), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod
)
macd_2, macdsignal_2, macdhist_2 = ta.MACD(
real=test_data[:1501], fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod
)
print(macdsignal_2[-3] - macdsignal_1[-3]) # Equals 606061258.6885501As I am checking [-3] index in the array - it shouldn't know about the upcoming value in the end, but the calculated delta shows that TA-Lib takes this value into account.
Also I checked the correct parameters:
np.random.seed(42)
test_data = np.random.randn(2000) * 100 + 1000
fastperiod = 2
slowperiod = 32
signalperiod = 2
macd_1, macdsignal_1, macdhist_1 = ta.MACD(
real=np.append(test_data[:1500],-999999999), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod
)
macd_2, macdsignal_2, macdhist_2 = ta.MACD(
real=test_data[:1501], fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod
)
print(macdsignal_2[-3] - macdsignal_1[-3]) # Equals 0.0I think it is needed either to forbid signalperiod = 1 or to manually fill the macdhist array with zeros in this edge case.
Reacted by Anurag Dixit and robbee184-spec
Activity
mrjbq7 commentedon Jun 21, 2025
Yes, that's true.
Duplicate of #335.
I had reported it upstream (TA-Lib/ta-lib#48) but I think it hasn't been addressed yet.
mario4tier commentedon Jul 3, 2026
This is now fixed in release 0.7.1