Finance/technical_indicators/stochastic_RSI.py at master · shashankvemuri/Finance · GitHub

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# Import dependencies
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import yfinance as yf
import datetime as dt
yf.pdr_override()
import sys
import os
parent_dir = os.path.dirname(os.getcwd())
sys.path.append(parent_dir)
import ta_functions as ta

# input
symbol = "AAPL"
start = dt.date.today() - dt.timedelta(days=365)
end = dt.date.today()

# Read data
df = yf.download(symbol, start, end)

df["RSI"] = ta.RSI(df["Adj Close"], timeperiod=14)
df = df.dropna()

LL_RSI = df["RSI"].rolling(14).min()
HH_RSI = df["RSI"].rolling(14).max()

df["Stoch_RSI"] = (df["RSI"] - LL_RSI) / (HH_RSI - LL_RSI)
df = df.dropna()

fig = plt.figure(figsize=(14, 7))
ax1 = plt.subplot(2, 1, 1)
ax1.plot(df["Adj Close"])
ax1.set_title("Stock " + symbol + " Closing Price")
ax1.set_ylabel("Price")

ax2 = plt.subplot(2, 1, 2)
ax2.plot(df["Stoch_RSI"], label="Stoch RSI")
ax2.text(s="Overbought", x=df.RSI.index[30], y=0.8, fontsize=14)
ax2.text(s="Oversold", x=df.RSI.index[30], y=0.2, fontsize=14)
ax2.axhline(y=0.8, color="red")
ax2.axhline(y=0.2, color="red")
ax2.grid()
ax2.set_ylabel("Volume")
ax2.set_xlabel("Date")
plt.show()

# ## Candlestick with Stoch RSI
from matplotlib import dates as mdates

dfc = df.copy()
dfc["VolumePositive"] = dfc["Open"] < dfc["Adj Close"]
# dfc = dfc.dropna()
dfc = dfc.reset_index()
dfc["Date"] = mdates.date2num(dfc["Date"].tolist())

from mplfinance.original_flavor import candlestick_ohlc

fig = plt.figure(figsize=(14, 7))
ax1 = plt.subplot(2, 1, 1)
candlestick_ohlc(ax1, dfc.values, width=0.5, colorup="g", colordown="r", alpha=1.0)
ax1.xaxis_date()
ax1.xaxis.set_major_formatter(mdates.DateFormatter("%d-%m-%Y"))
ax1.grid(True, which="both")
ax1.minorticks_on()
ax1v = ax1.twinx()
colors = dfc.VolumePositive.map({True: "g", False: "r"})
ax1v.bar(dfc.Date, dfc["Volume"], color=colors, alpha=0.4)
ax1v.axes.yaxis.set_ticklabels([])
ax1v.set_ylim(0, 3 * df.Volume.max())
ax1.set_title("Stock " + symbol + " Closing Price")
ax1.set_ylabel("Price")

ax2 = plt.subplot(2, 1, 2)
ax2.plot(df["Stoch_RSI"], label="Stoch RSI")
ax2.text(s="Overbought", x=df.RSI.index[30], y=0.8, fontsize=14)
ax2.text(s="Oversold", x=df.RSI.index[30], y=0.2, fontsize=14)
ax2.axhline(y=0.8, color="red")
ax2.axhline(y=0.2, color="red")
ax2.grid()
ax2.set_ylabel("Volume")
ax2.set_xlabel("Date")
ax2.legend(loc="best")
plt.show()

fig = plt.figure(figsize=(14, 7))
ax1 = plt.subplot(2, 1, 1)
candlestick_ohlc(ax1, dfc.values, width=0.5, colorup="g", colordown="r", alpha=1.0)
ax1.xaxis_date()
ax1.xaxis.set_major_formatter(mdates.DateFormatter("%d-%m-%Y"))
ax1.grid(True, which="both")
ax1.minorticks_on()
ax1v = ax1.twinx()
colors = dfc.VolumePositive.map({True: "g", False: "r"})
ax1v.bar(dfc.Date, dfc["Volume"], color=colors, alpha=0.4)
ax1v.axes.yaxis.set_ticklabels([])
ax1v.set_ylim(0, 3 * df.Volume.max())
ax1.set_title("Stock " + symbol + " Closing Price")
ax1.set_ylabel("Price")

ax2 = plt.subplot(2, 1, 2)
ax2.plot(df["Stoch_RSI"], label="Stoch RSI")
ax2.text(s="Overbought", x=df.RSI.index[30], y=0.8, fontsize=14)
ax2.text(s="Oversold", x=df.RSI.index[30], y=0.2, fontsize=14)
ax2.fill_between(df.index, y1=0.2, y2=0.8, color="#adccff", alpha="0.3")
ax2.axhline(y=0.8, color="red")
ax2.axhline(y=0.2, color="red")
ax2.grid(True, which="both")
ax2.minorticks_on()
ax2.set_ylabel("Volume")
ax2.set_xlabel("Date")
ax2.legend(loc="best")
plt.show()