Add test for 2-Period RSI strategy

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moshferatu 2025-01-07 12:01:19 -08:00
parent 20cfafda96
commit 4dd366ee16

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from datetime import datetime, timedelta
from ohlc import ohlc
from strategies import two_period_rsi
today = datetime.today()
data = ohlc('SPY', start_date = today - timedelta(days = 365), end_date = today)
signals = two_period_rsi(data)
result = data[['Date']].copy()
result['Signal'] = signals
print(result.tail(50))