From bc308d3dc3d2bd50f9928dd2c8afba6f04b80e6e Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 4 Feb 2020 06:56:34 +0100 Subject: [PATCH] Fix implementation of rolling_max --- qtpylib/indicators.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/qtpylib/indicators.py b/qtpylib/indicators.py index 32d6315..442b68d 100644 --- a/qtpylib/indicators.py +++ b/qtpylib/indicators.py @@ -288,9 +288,9 @@ def rolling_min(series, window=14, min_periods=None): def rolling_max(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: - return series.rolling(window=window, min_periods=min_periods).min() + return series.rolling(window=window, min_periods=min_periods).max() except Exception as e: - return pd.Series(series).rolling(window=window, min_periods=min_periods).min() + return pd.Series(series).rolling(window=window, min_periods=min_periods).max() # ---------------------------------------------