strategies/test/triple_rsi_drop_test.py

13 lines
324 B
Python

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