Add 5-Period RSI strategy implementation

strategies/five_period_rsi.py

@@ -0,0 +1,15 @@
+import numpy as np
+from pandas import DataFrame, Series
+from indicators import rsi
+
+def five_period_rsi(data: DataFrame) -> Series:
+    """
+    Generate signals based on the 5-period RSI strategy.
+
+    Returns a Series with 'L' for long signals and 'N' otherwise.
+    """
+    rsi_5 = rsi(data, period = 5)
+    rsi_below_35 = rsi_5 < 35
+
+    signals = np.where(rsi_below_35, 'L', 'N')
+    return Series(signals, index = data.index)