RSI calculation to match Tradingview

rsi.py

import pandas as pd


def rsi(ohlc: pd.DataFrame, period: int = 14) -> pd.Series:
    """See source https://github.com/peerchemist/finta
    and fix https://www.tradingview.com/wiki/Talk:Relative_Strength_Index_(RSI)

    Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements.
    RSI oscillates between zero and 100. Traditionally, and according to Wilder, RSI is considered overbought when above 70 and oversold when below 30.
    Signals can also be generated by looking for divergences, failure swings and centerline crossovers.
    RSI can also be used to identify the general trend."""

    delta = ohlc["close"].diff()

    up, down = delta.copy(), delta.copy()
    up[up < 0] = 0
    down[down > 0] = 0

    _gain = up.ewm(com=(period - 1), min_periods=period).mean()
    _loss = down.abs().ewm(com=(period - 1), min_periods=period).mean()

    RS = _gain / _loss
    return pd.Series(100 - (100 / (1 + RS)), name="RSI")

pine_sma(x, y) =>
    sum = 0.0
    for i = 0 to y - 1
        sum := sum + x[i] / y
    sum
pine_rma(src, length) =>
  alpha = 1/length
  sum = 0.0
  sum := na(sum[1]) ? 
    pine_sma(src, length) : 
    alpha * src + (1 - alpha) * nz(sum[1])
  sum
pine_rsi(x, y) =>
    u = math.max(x - x[1], 0) // upward ta.change
    d = math.max(x[1] - x, 0) // downward ta.change
    rs = pine_rma(u, y) / pine_rma(d, y)
    res = 100 - 100 / (1 + rs)
    res