27 lines
573 B
Python
27 lines
573 B
Python
import vectorbt as vbt
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import datetime
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end_date = datetime.datetime.now()
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start_date = end_date - datetime.timedelta(days = 3)
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btc_price = vbt.YFData.download(
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["BTC-USD","ETH-USD","XMR-USD","ADA-USD"],
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interval="1m",
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start = start_date,
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end = end_date,
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missing_index='drop').get("Close")
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print(btc_price)
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rsi = vbt.RSI.run(btc_price, window =[14,21])
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entries = rsi.rsi_crossed_below(30)
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exits = rsi.rsi_crossed_above(70)
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pf = vbt.Portfolio.from_signals(btc_price, entries, exits)
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#pf.plot().show()
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print(pf.total_return())
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