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Utilize new daily data retrieval in strategies that depend on secondary data sources

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moshferatu 2024-11-11 09:38:12 -08:00
parent d10a889e9b
commit 54ee48af3b
3 changed files with 6 additions and 6 deletions
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4
strategies/trin.py
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@ -2,7 +2,7 @@ import numpy as np
from pandas import DataFrame, Series
from ohlc import ohlc
from daily_data import get_daily_data
def calculate_rsi(data: DataFrame, period: int = 2) -> Series:
"""
@ -34,7 +34,7 @@ def signals(data: DataFrame) -> Series:
start_date = data['Date'].min()
end_date = data['Date'].max()
trin_data = ohlc(symbol = 'RINT.Z', start_date = start_date, end_date = end_date)
trin_data = get_daily_data(symbol = 'RINT.Z', start_date = start_date, end_date = end_date)
trin_above_1 = trin_data['Close'] > 1

4
strategies/vix_reversal_1.py
View File

@ -1,6 +1,6 @@
from pandas import DataFrame, Series
from ohlc import ohlc
from daily_data import get_daily_data
def signals(data: DataFrame) -> Series:
"""
@ -12,7 +12,7 @@ def signals(data: DataFrame) -> Series:
start_date = data['Date'].min()
end_date = data['Date'].max()
vix_data = ohlc(symbol='VIX.XO', start_date=start_date, end_date=end_date)
vix_data = get_daily_data(symbol='VIX.XO', start_date=start_date, end_date=end_date)
vix_15_day_high = vix_data['High'] == vix_data['High'].rolling(window = 15).max()

4
strategies/vix_rsi.py
View File

@ -2,7 +2,7 @@ import numpy as np
from pandas import DataFrame, Series
from ohlc import ohlc
from daily_data import get_daily_data
def calculate_rsi(data: DataFrame, period: int = 2) -> Series:
"""
@ -29,7 +29,7 @@ def signals(data: DataFrame) -> Series:
start_date = data['Date'].min()
end_date = data['Date'].max()
vix_data = ohlc(symbol = 'VIX.XO', start_date = start_date, end_date = end_date)
vix_data = get_daily_data(symbol = 'VIX.XO', start_date = start_date, end_date = end_date)
vix_rsi_2 = calculate_rsi(vix_data, period = 2)