I am trying to integrate Alpha Vantage data into my code, i.e. PSAR values, but I have noticed some discrepancies between data providers, e.g. on September 30th, 2020 the PSAR value for IBM with acceleration 0.02 and maximum 0.2 from:

• AlphaVantage: 115.0879

• TradingView: 116.59

• TAlib python module: 116.480003

Here is the code I use for each source:

• Alpha Vantage

import requests
import pandas as pd

symbol = 'IBM'
interval = 'daily'
acceleration = 0.02
maximum = 0.2
r = requests.get(f'https://www.alphavantage.co/query?'
f'function=SAR&'
f'symbol={symbol}&'
f'interval={interval}&'
f'acceleration={acceleration}&'
f'maximum={maximum}&'
f'apikey={api_key}')

dat = r.json()
metadata = dat["Meta Data"]
key_dat = list(dat.keys())[1] # ugly
ts = dat[key_dat]
share = pd.DataFrame(ts).T
print(share.loc['2020-09-30'])

Output:

• Trading view

• TAlib:

import yfinance as yf
import talib
import pandas as pd
import numpy as np
# import datetime
# from decimal import Decimal
import math

use_trailing_stop_loss = False
ticker = 'IBM'
share = yf.download(tickers=ticker, start='2019-09-29', end='2020-10-01')
share = share.dropna()
share['PSAR'] = talib.SAR(share['High'], share['Low'], acceleration=0.02, maximum=0.2)

Output:

In[2]: share.tail(1)

Out[2]:

Open High Low ... Adj Close Volume PSAR

Date ...

2020-09-30 121.379997 122.910004 120.800003 ... 119.930939 3261100 116.480003

Can anyone advise on why there is a discrepancy?

Thanks!