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Add test for Triple RSI Drop strategy

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moshferatu 2025-01-07 11:22:56 -08:00
parent 547d9ce2a9
commit 1d2e75b7fe
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test/triple_rsi_drop_test.py Normal file
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from datetime import datetime, timedelta
from ohlc import ohlc
from strategies import triple_rsi_drop
today = datetime.today()
data = ohlc('SPY', start_date = today - timedelta(days = 365), end_date = today)
signals = triple_rsi_drop(data)
result = data[['Date']].copy()
result['Signal'] = signals
print(result.tail(50))