Quant_Indicators.py 文件源码

def rsi(obj, start=-14, end=-1, price_feature='Close'):
    if isinstance(obj, str):
        obj = prices(obj, start, end, price_feature)
        start = 0
        end = -1

    if end < 0:
        end += len(obj)
    if start < 0:
        start += len(obj)

    _data = np.diff(obj[start: (end + 1)])
    len_gain = len(_data[_data > 0.0])
    len_loss = len(_data[_data < 0.0])
    if len_gain == 0 or len_loss == 0:
        return 50
    average_gain = np.mean(_data[_data > 0.0])
    average_loss = np.abs(np.mean(_data[_data < 0.0]))
    first_rs = average_gain / average_loss
    rsi = 100 - 100 / (1 + first_rs)

    return rsi