MBounouar/rsidemo

Demo

rsidemo

Basic Demo

Installation

Ensure that you have the latest version of python v3.9, I encountered issues with the default install on some systems i.e. v.3.9.5.

Clone the repository:

git clone git@github.com:MBounouar/rsidemo.git

or

git clone https://github.com/MBounouar/rsidemo.git

Ideally use a virtual environement like pipenv or similar.

Don't forget to upgrade pip install --upgrade pip to at least version 21.3.1

pip install -e .

Usage example

from rsidemo.asset import Instrument
from rsidemo.plotting import plot_average_trading_by_hour, plot_rsi

ethbtc = Instrument("ETHBTC")

data = ethbtc.rsi_signal(
    start_date="2018 Jan",
    end_date="2019 Jan",
    price_col="close",
    window=8,
    freq="D",
    rsi_bounds=(30, 70),
)

# percentage of times when the RSI is below 30 or above 70
print(ethbtc.rsi_bounds)

# correlation between the volume and the RSI value
print(ethcbtc.rsi_volume_corr)

fig1 = plot_rsi(data=data, title="ETH-BTC")
fig1.show()

df = ethbtc.trade_frequency_by_hour(start_date="2018 Jan", end_date="2018 Mar")
fig2 = plot_average_trading_by_hour(df)
fig2.show()

Output