import vectorbt as vbt
import datetime

end_date = datetime.datetime.now()
start_date = end_date - datetime.timedelta(days = 3)

btc_price = vbt.YFData.download(
        ["BTC-USD","ETH-USD","XMR-USD","ADA-USD"],
        interval="1m",
        start = start_date,
        end = end_date,
        missing_index='drop').get("Close")

print(btc_price)

rsi = vbt.RSI.run(btc_price, window =[14,21])

entries = rsi.rsi_crossed_below(30)
exits = rsi.rsi_crossed_above(70)

pf = vbt.Portfolio.from_signals(btc_price, entries, exits)

#pf.plot().show()

print(pf.total_return())