Pyti rsi产生负数

Question

Pyti相对强度指数在假定为0到100之间时产生负数。

from pyti.relative_strength_index import relative_strength_index as rsi
import numpy as np

y=[1,3,5,2,6,2,8,5,5,6,7,1,78,3,7,3,67,3,563,4545,563,2,65,3,56,34,56,43,56,56,56,562343243,43,43,45,56,2,2356,4345,2,67,34,6,3,56,2343,56,45,56,67,56,67,23,4556,23,45,3,56,56,45,6767,1]
s= np.array(y)
rsssi = rsi(s,3)
print(rsssi)

Answer 1

pyti内部有一个bug

gains =  [0 if filtered_gain[idx] is True else changes[idx] for idx in range(0, len(filtered_gain))]
                                      ^
                     Here -------------
                                      V
losses = [0 if filtered_loss[idx] is True else abs(changes[idx]) for idx in range(0, len(filtered_loss))]

这导致gains和losses忽略了实际的损益。此外，如果您考虑到这个库中的最后一次提交是一年前的话，您就会明白这个错误被修复的可能性很小。

我建议您将这代码复制到您的项目中，并更改以下行：

gains =  [0 if filtered_gain[idx] is True else changes[idx] for idx in range(0, len(filtered_gain))]

losses = [0 if filtered_loss[idx] is True else abs(changes[idx]) for idx in range(0, len(filtered_loss))]

对于这些人：

gains =  [0 if filtered_gain[idx] else changes[idx] for idx in range(0, len(filtered_gain))]

losses = [0 if filtered_loss[idx] else abs(changes[idx]) for idx in range(0, len(filtered_loss))]