'iddlmZmZmZmZddlmZmZmZddlm Z GddeZ GddeZ Gd d eZ Gd d eZ Gd deZGddeZGddeZGddeZy))absolute_importdivisionprint_functionunicode_literals) IndicatorMaxMovAv) DivZeroByZeroc*eZdZdZdZdZfdZxZS)UpDayac Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* for the RSI Records days which have been "up", i.e.: the close price has been higher than the day before. Formula: - upday = max(close - close_prev, 0) See: - http://en.wikipedia.org/wiki/Relative_strength_index upday)periodrct|j|j|jj z d|j_t t|#yNg) r dataprlinesrsuperr __init__self __class__s W/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/indicators/rsi.pyrzUpDay.__init__-s?tyy499dffmm^+DDcJ  eT#%__name__ __module__ __qualname____doc__rparamsr __classcell__rs@rr r s  E F&&rr c*eZdZdZdZdZfdZxZS)DownDayaf Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* for the RSI Records days which have been "down", i.e.: the close price has been lower than the day before. Formula: - downday = max(close_prev - close, 0) See: - http://en.wikipedia.org/wiki/Relative_strength_index downdayrct|j|jj |jz d|j_t t|#yr) r rrrrr)rr'rrs rrzDownDay.__init__Cs? DFFMM>!:TYY!FL  gt%'rrr%s@rr'r'2s  E F((rr'c*eZdZdZdZdZfdZxZS) UpDayBoola Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* for the RSI Records days which have been "up", i.e.: the close price has been higher than the day before. Note: - This version returns a bool rather than the difference Formula: - upday = close > close_prev See: - http://en.wikipedia.org/wiki/Relative_strength_index rrc|j|j|jj kD|j_t t |yN)rrrrrrr,rrs rrzUpDayBool.__init__\s899tyy$&&--'@@  i')rrr%s@rr,r,Hs E F**rr,c*eZdZdZdZdZfdZxZS) DownDayBoola Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* for the RSI Records days which have been "down", i.e.: the close price has been lower than the day before. Note: - This version returns a bool rather than the difference Formula: - downday = close_prev > close See: - http://en.wikipedia.org/wiki/Relative_strength_index r(rc|j|jj |jkD|j_t t |yr.)rrrrr)rr0rrs rrzDownDayBool.__init__us8!YY ~6B  k4)+rrr%s@rr0r0as E F,,rr0cheZdZdZdZdZddejfdddd d d fZd Z d Z fdZ dZ xZ S)RelativeStrengthIndexa7Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. It measures momentum by calculating the ration of higher closes and lower closes after having been smoothed by an average, normalizing the result between 0 and 100 Formula: - up = upday(data) - down = downday(data) - maup = movingaverage(up, period) - madown = movingaverage(down, period) - rs = maup / madown - rsi = 100 - 100 / (1 + rs) The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - http://en.wikipedia.org/wiki/Relative_strength_index Notes: - ``safediv`` (default: False) If this parameter is True the division rs = maup / madown will be checked for the special cases in which a ``0 / 0`` or ``x / 0`` division will happen - ``safehigh`` (default: 100.0) will be used as RSI value for the ``x / 0`` case - ``safelow`` (default: 50.0) will be used as RSI value for the ``0 / 0`` case )RSIRSI_SMMA RSI_Wilder)rsi)rmovav) upperbandgQ@) lowerbandg>@)safedivF)safehighY@)safelowgI@)lookbackrc |jjg}||jjg|jjdzz }||jjg|jjdzz }|S)Nr9r@)rrr9 notdefaultr@)rplabelss r _plotlabelz RelativeStrengthIndex._plotlabelsg66==/DFFLL>DFF$5$5g$>>>DFFOO$tvv'8'8'DDDrcz|jj|jjg|j_yr.)rr:r;plotinfo plotyhlines)rs r _plotinitzRelativeStrengthIndex._plotinits'%)VV%5%5tvv7G7G$H !rct|j|jj}t |j|jj}|jj ||jj }|jj ||jj }|jjs||z }nX|j|jj}|j|jj}t||||}ddd|zz z |j_ tt|Cy)N)rr>?)r rrr@r'r9rr<_rscalcr=r?r rr7rr3r) rrr)maupmadownrshighrslowrsrs rrzRelativeStrengthIndex.__init__sdii8$))DFFOO<vv||E$&&--|8gdffmm<vv~~B\\$&&//2FLL0EtVVU;B#(!33  #T35rcR d|dz z dz }|S#t$rtdcYSwxYw)NgYr>rJinf)ZeroDivisionErrorfloat)rr7rNs rrKzRelativeStrengthIndex._rscalcs< C%K(C/B ! <  s &&)rr r!r"aliasrr Smoothedr#rDrHrrKr$r%s@rr3r3zsR@ /E E %..! F I 6rr3ceZdZdZdZy)RSI_Safez Subclass of RSI which changes parameers ``safediv`` to ``True`` as the default value See: - http://en.wikipedia.org/wiki/Relative_strength_index ))r<TN)rr r!r"r#rrrXrXs"FrrXc2eZdZdZdZdej ffZy)RSI_SMAz Uses a SimpleMovingAverage as described in Wikipedia and other soures See: - http://en.wikipedia.org/wiki/Relative_strength_index ) RSI_Cutlerr9N)rr r!r"rUr Simpler#rYrrr[r[s E % 'Frr[c.eZdZdZdej ffZy)RSI_EMAz Uses an ExponentialMovingAverage as described in Wikipedia See: - http://en.wikipedia.org/wiki/Relative_strength_index r9N)rr r!r"r Exponentialr#rYrrr_r_s ))* ,Frr_N) __future__rrrrrr r r r r'r,r0r3r4rXr[r_rYrrrcs}***$#&I&,(i(,* *2,),2MIM`"s" (c (-c-r