Remove existing 2-Period RSI strategy signal generation script

strategies/2_period_rsi.py

@@ -1,41 +0,0 @@
-import pandas as pd
-import numpy as np
-
-from datetime import datetime, timedelta
-from ohlc import ohlc
-
-symbol = 'SPY'
-today = datetime.today()
-data = ohlc(symbol = symbol, start_date = today - timedelta(days = 365), end_date = today)
-
-def calculate_moving_average(data, window = 200):
-    data['200_MA'] = data['Close'].rolling(window = window).mean()
-    return data
-
-def calculate_rsi(data, period = 2):
-    delta = data['Close'].diff()
-
-    gain = np.where(delta > 0, delta, 0)
-    loss = np.where(delta < 0, -delta, 0)
-
-    alpha = 1 / period
-    avg_gain = pd.Series(gain).ewm(alpha = alpha, adjust = False).mean()
-    avg_loss = pd.Series(loss).ewm(alpha = alpha, adjust = False).mean()
-
-    rs = avg_gain / avg_loss
-    rsi = 100 - (100 / (1 + rs))
-    data['RSI_2'] = rsi
-    return data
-
-def generate_signals(data):
-    conditions = (data['Close'] > data['200_MA']) & (data['RSI_2'] < 5)
-    data['Signal'] = np.where(conditions, 'Long', 'None')
-    return data
-
-data['Date'] = pd.to_datetime(data['Date'])
-
-data = calculate_moving_average(data)
-data = calculate_rsi(data)
-data = generate_signals(data)
-
-print(data)