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Rsi

wiki/examples/py/rsi.md

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Original Source
python
# -*- 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))