wiki/examples/py/rsi.md
# -*- coding: utf-8 -*-
import os
import sys
import pandas_ta as ta
import pandas as pd
import ccxt
print('CCXT Version:', ccxt.__version__)
exchange = ccxt.binance()
symbol = 'BTC/USDT'
timeframe = '1m'
limit = 500
rsi_length = 100
while True:
try:
ohlcv = exchange.fetch_ohlcv(symbol, timeframe)
print('--------------------------------------------------------------')
if len(ohlcv):
df = pd.DataFrame(ohlcv, columns=['time', 'open', 'high', 'low', 'close', 'volume'])
df['time'] = pd.to_datetime(df['time'], unit='ms')
df = pd.concat([df, df.ta.rsi(length=rsi_length)], axis=1)
print(df[-20:])
print(exchange.iso8601 (exchange.milliseconds()))
except Exception as e:
print(type(e).__name__, str(e))