Index ATR prices by position for point-and-figure box sizes

src/mplfinance/_utils.py

@@ -124,6 +124,11 @@ def _calculate_atr(atr_length, highs, lows, closes):
         raise ValueError("Specified atr_length may not be less than 1")
     elif atr_length >= len(closes):
         raise ValueError("Specified atr_length is larger than the length of the dataset: " + str(len(closes)))
+    # Point & Figure passes DatetimeIndex Series. Integer keys on those
+    # Series are labels, not positions, so index by a plain array.
+    highs = np.asarray(highs)
+    lows = np.asarray(lows)
+    closes = np.asarray(closes)
     atr = 0
     for i in range(len(highs)-atr_length, len(highs)):
         high = highs[i]

tests/test_atr.py

@@ -0,0 +1,15 @@
+import pandas as pd
+
+from mplfinance._utils import _calculate_atr
+
+
+def test_atr_indexes_datetime_series_by_position():
+    index = pd.date_range("2020-01-01", periods=5, freq="D")
+    high = pd.Series([10, 12, 11, 13, 12], index=index)
+    low = pd.Series([8, 9, 9, 10, 9], index=index)
+    close = pd.Series([9, 11, 10, 12, 11], index=index)
+
+    # Bars 4 and 5 each have a true range of 3, so a 2-bar ATR is 3.
+    assert _calculate_atr(2, high, low, close) == 3
+    assert _calculate_atr(2, high.to_numpy(), low.to_numpy(), close.to_numpy()) == 3
+    assert _calculate_atr(2, list(high), list(low), list(close)) == 3