Add test for ConnorsRSI strategy

test/connors_rsi_test.py

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