Any specific reason why talib.ATR turns to print NaN after some calculations
Talib is really bad at dealing with nan-values and there are a few points in the data frame which contain nans:
m15[np.isnan(m15.high)]
high low close_price
2015-05-01 14:50:00+00:00 NaN NaN NaN
2015-05-01 16:00:00+00:00 NaN NaN NaN
2015-05-01 16:40:00+00:00 NaN NaN NaN
2015-05-01 16:58:00+00:00 NaN NaN NaN
2015-05-01 18:57:00+00:00 NaN NaN NaN
As soon as the first nan occours, Talib's ATR starts spitting out nans for the rest of the calculation. You could work around it by replacing the nans with the last valid value:
m15 = m15.fillna(method='ffill')
Of couse this workaround might not be appropriate for other cases. If your data frame contains mostly nans, the results wouldn't have any meaning and it might be better to skip this day / symbol all together. It also depends on what you are trying to do with the results...
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