Add test for Cumulative RSI strategy

This commit is contained in:
moshferatu 2025-01-08 11:04:43 -08:00
parent 944f3d3c1a
commit e25e53eb70

View File

@ -0,0 +1,13 @@
from datetime import datetime, timedelta
from ohlc import ohlc
from strategies import cumulative_rsi
today = datetime.today()
data = ohlc('SPY', start_date = today - timedelta(days = 365), end_date = today)
signals = cumulative_rsi(data)
result = data[['Date']].copy()
result['Signal'] = signals
print(result.tail(50))