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Data visualization of RSI with stock prices
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import yfinance as yf | |
import plotly.graph_objects as go | |
import plotly.express as px | |
ge = yf.Ticker('GE') | |
old = ge.history(start="2020-01-01", end="2021-03-10") | |
old.reset_index(inplace=True) | |
def computeRSI (data, time_window): | |
diff = data.diff(1).dropna() # diff in one field(one day) | |
#this preservers dimensions off diff values | |
up_chg = 0 * diff | |
down_chg = 0 * diff | |
# up change is equal to the positive difference, otherwise equal to zero | |
up_chg[diff > 0] = diff[ diff>0 ] | |
# down change is equal to negative deifference, otherwise equal to zero | |
down_chg[diff < 0] = diff[ diff < 0 ] | |
# check pandas documentation for ewm | |
# https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.ewm.html | |
# values are related to exponential decay | |
# we set com=time_window-1 so we get decay alpha=1/time_window | |
up_chg_avg = up_chg.ewm(com=time_window-1 , min_periods=time_window).mean() | |
down_chg_avg = down_chg.ewm(com=time_window-1 , min_periods=time_window).mean() | |
rs = abs(up_chg_avg/down_chg_avg) | |
rsi = 100 - 100/(1+rs) | |
return rsi | |
old['RSI'] = computeRSI(old['Close'], 14) | |
print(old.head()) | |
print(old.tail()) | |
fig1 = px.line(old, x="Date", y="RSI", title='GE Stock Prices') | |
fig2 = go.Candlestick(x=old['Date'],open=old['Open'],high=old['High'],low=old['Low'],close=old['Close']) | |
# fig2.update_layout(title="GE Stock Prices", yaxis_title='GE Stock', ) | |
fig1.add_trace(fig2) | |
fig1.show() |
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