Momentum Indicators - RSI, MACD ... (#120)

README.md

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README.tex.md

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example/Example-Analysis.py

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 # <codecell>
 
 print(pf.data.loc[pf.data.index.year == 2017].head(3))
+
+# <markdowncell>
+
+# ## Momentum Indicators
+# `FinQuant` provides a module `finquant.momentum_indicators` to compute and
+# visualize a number of momentum indicators. Currently RSI (Relative Strength Index)
+# and MACD (Moving Average Convergence Divergence) indicators are available.
+# See below.
+
+# <codecell>
+# plot the RSI (Relative Strength Index) for disney stock proces
+from finquant.momentum_indicators import plot_relative_strength_index as rsi
+
+# get stock data for disney
+dis = pf.get_stock("WIKI/DIS").data.copy(deep=True)
+
+# plot RSI - by default this plots RSI against the price in two graphs
+rsi(dis)
+plt.show()
+
+# plot RSI with custom arguments
+rsi(dis, oversold=20, overbought=80)
+plt.show()
+
+# plot RSI standalone graph
+rsi(dis, oversold=20, overbought=80, standalone=True)
+plt.show()
+
+# <codecell>
+# plot MACD for disney stock proces
+from finquant.momentum_indicators import plot_macd
+
+# using short time frame of data due to plot warnings from matplotlib/mplfinance
+dis = dis[0:300]
+
+# plot MACD - by default this plots RSI against the price in two graphs
+plot_macd(dis)
+plt.show()
+
+# plot MACD using custom arguments
+plot_macd(dis, longer_ema_window=30, shorter_ema_window=15, signal_ema_window=10)
+plt.show()