Add test for 5-Period RSI strategy
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test/five_period_rsi.py
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test/five_period_rsi.py
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from datetime import datetime, timedelta
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from ohlc import ohlc
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from strategies import five_period_rsi
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today = datetime.today()
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data = ohlc('SPY', start_date = today - timedelta(days = 365), end_date = today)
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signals = five_period_rsi(data)
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result = data[['Date']].copy()
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result['Signal'] = signals
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print(result.tail(50))
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