Mariner Backtesting - TA-LIB Bollinger Bands

 upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)

 from cloudquant.interfaces import Strategy
from collections import OrderedDict
import ktgfunc
import talib

class WE_BBANDS(Strategy):

    def on_start(self, md, order, service, account):
        # symbol and timestamp
        print(self.symbol + ":  " + service.time_to_string(service.system_time))
        daily_bars = md.bar.daily(start=-100)
        close = daily_bars.close
        upperband, middleband, lowerband = talib.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)

        # get the date values
        dates = service._context.market._storage.market_hours.keys()
        dateList = []
        for date in dates:
           dateList.append(str(date.strftime('%Y-%m-%d')))
        dates = sorted(dateList, reverse=True)[1:101]
        dates.sort()

        dict = OrderedDict()
        dict['date'] = dates
        dict['close'] = close
        dict['upperband'] = upperband
        dict['middleband'] = middleband
        dict['lowerband'] = lowerband
        symbol = 'BBANDS: ' + self.symbol
        print ktgfunc.talib_table(symbol, 3, dict)