Initial commit

Math/RSI.py

@@ -0,0 +1,29 @@
+class RSI:
+    def __init__(self, period: int = 14):
+        super(RSI, self).__init__()
+        self.close_arr = []
+        self.period = period
+        self.diff = []
+        self.up = []
+        self.down = []
+
+    def add(self, close):
+        self.close_arr.append(close)
+        if len(self.close_arr) == 1:
+            return 50.0
+        self.diff.append(self.close_arr[-1] - self.close_arr[-2])
+        if len(self.diff) < self.period:
+            self.up.append(sum(x for x in self.diff if x > 0)/self.period)
+            self.down.append(sum(-x for x in self.diff if x < 0)/self.period)
+        else:
+            if self.diff[-1] > 0:
+                upval = self.diff[-1]
+                downval = 0.0
+            else:
+                upval = 0.0
+                downval = -self.diff[-1]
+            self.up.append((self.up[-1] * (self.period - 1) + upval) / self.period)
+            self.down.append((self.down[-1] * (self.period - 1) + downval) / self.period)
+        rs = self.up[-1] / self.down[-1] if self.down[-1] != 0 else 0
+        rsi = 100.0 - 100.0 / (1.0 + rs)
+        return rsi