add script-based (not notebook) demo

Author: DanielGoldfarb

examples/mpf_demo.py

@@ -0,0 +1,15 @@
+import pandas as pd
+import mplfinance as mpf
+
+infile = 'data/yahoofinance-SPY-20200901-20210113.csv'
+
+df = pd.read_csv(infile, index_col=0, parse_dates=True).iloc[0:60]
+
+# mpf.plot(df,type='candle',volume=True,mav=(10,20),figscale=1.5)
+
+import rsi
+df['rsi'] = rsi.relative_strength(df['Close'],n=7)
+
+apd = mpf.make_addplot(df['rsi'],panel=1,color='lime',ylim=(10,90),secondary_y=True)
+
+mpf.plot(df,type='candle',volume=True,mav=(10,20),figscale=1.5,addplot=apd,style='checkers')

examples/rsi.py

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+import numpy as np
+def relative_strength(prices, n=14):
+    """
+    compute the n period relative strength indicator
+    http://stockcharts.com/school/doku.php?id=chart_school:glossary_r#relativestrengthindex
+    http://www.investopedia.com/terms/r/rsi.asp
+    """
+    deltas = np.diff(prices)
+    seed = deltas[:n + 1]
+    up = seed[seed >= 0].sum() / n
+    down = -seed[seed < 0].sum() / n
+    rs = up / down
+    rsi = np.zeros_like(prices)
+    rsi[:n] = 100. - 100. / (1. + rs)
+
+    for i in range(n, len(prices)):
+        delta = deltas[i - 1]  # cause the diff is 1 shorter
+
+        if delta > 0:
+            upval = delta
+            downval = 0.
+        else:
+            upval = 0.
+            downval = -delta
+
+        up = (up * (n - 1) + upval) / n
+        down = (down * (n - 1) + downval) / n
+
+        rs = up / down
+        rsi[i] = 100. - 100. / (1. + rs)
+
+    return rsi