Re-added RSI strategy

app/analysis.py

@@ -4,7 +4,7 @@
 
 from strategies.breakout import Breakout
 #from strategies.ichimoku_cloud import IchimokuCloud
-#from strategies.relative_string_index import RelativeStrengthIndex
+from strategies.relative_strength_index import RelativeStrengthIndex
 #from strategies.moving_averages import MovingAverages
 
 
@@ -16,3 +16,8 @@ def analyze_breakout(self, historical_data):
         breakout_analyzer = Breakout()
         breakout_value, is_breaking_out = breakout_analyzer.find_breakout(historical_data)
         return breakout_value, is_breaking_out
+
+    def analyze_rsi(self, historical_data):
+        rsi_analyzer = RelativeStrengthIndex()
+        rsi_value = rsi_analyzer.find_rsi(historical_data)
+        return rsi_value

app/app.py

@@ -20,13 +20,26 @@
 #print(historical_data = BITTREX_CLIENT.get_historical_data('BTC-ETH', 30, "thirtyMin"))
 
 def get_signal():
-
     for coin_pair in COIN_PAIRS:
+        breakout_historical_data = EXCHANGE_AGGREGATOR.get_historical_data(
+            coin_pair=coin_pair,
+            period_count=5,
+            time_unit='fiveMin')
+
+        rsi_historical_data = EXCHANGE_AGGREGATOR.get_historical_data(
+            coin_pair=coin_pair,
+            period_count=36,
+            time_unit='thirtyMin'
+        )
+
         breakout_value, is_breaking_out = STRATEGY_ANALYZER.analyze_breakout(
-            EXCHANGE_AGGREGATOR.get_historical_data(coin_pair))
+            breakout_historical_data)
         if is_breaking_out:
             NOTIFIER.notify_all(message="{} is breaking out!".format(coin_pair))
-        print("{}: \tBreakout: {}".format(coin_pair, breakout_value))
+
+        rsi_value = STRATEGY_ANALYZER.analyze_rsi(rsi_historical_data)
+
+        print("{}: \tBreakout: {} \tRSI: {}".format(coin_pair, breakout_value, rsi_value))
     time.sleep(300)
 
 if __name__ == "__main__":

app/exchange.py

@@ -13,11 +13,14 @@ def __init__(self, config):
             config['exchanges']['bittrex']['required']['key'],
             config['exchanges']['bittrex']['required']['secret'])
 
-    def get_historical_data(self, coin_pair, period_count=5, time_unit='fiveMin'):
+    def get_historical_data(self, coin_pair, period_count, time_unit):
         """
         Get history data
         """
         return self.bittrex_client.get_historical_data(coin_pair, period_count, time_unit)
-    
+
     def get_user_markets(self):
+        """
+        Get user market balances
+        """
         return self.bittrex_client.get_balances()

app/strategies/relative_strength_index.py

@@ -1,48 +1,61 @@
-# Improvemnts to calculate_rsi are courtesy of community contributor "pcartwright81"
-def calculate_rsi(coin_pair, period, unit):
+"""
+Runs the breakout strategy over the market data
+"""
+
+from strategies.strategy_utils import Utils
+
+class RelativeStrengthIndex():
     """
-    Calculates the Relative Strength Index for a coin_pair
-    If the returned value is above 70, it's overbought (SELL IT!)
-    If the returned value is below 30, it's oversold (BUY IT!)
+    Runs the breakout strategy over the market data
     """
-    closing_prices = get_closing_prices(coin_pair, period * 3, unit)
-    count = 0
-    changes = []
-    # Calculating price changes
-    for closing_price in closing_prices:
-        if count != 0:
-            changes.append(closing_price - closing_prices[count - 1])
-        count += 1
-        if count == 15:
-            break
 
-    # Calculating gains and losses
-    advances = []
-    declines = []
-    for change in changes:
-        if change > 0:
-            advances.append(change)
-        if change < 0:
-            declines.append(abs(change))
+    # Improvemnts to calculate_rsi are courtesy of community contributor "pcartwright81"
+    def find_rsi(self, historical_data):
+        """
+        Calculates the Relative Strength Index for a coin_pair
+        If the returned value is above 70, it's overbought (SELL IT!)
+        If the returned value is below 30, it's oversold (BUY IT!)
+        """
+        utils = Utils()
+        closing_prices = utils.get_closing_prices(historical_data)
+        count = 0
+        changes = []
 
-    average_gain = (sum(advances) / 14)
-    average_loss = (sum(declines) / 14)
-    new_average_gain = average_gain
-    new_average_loss = average_loss
-    for closing_price in closing_prices:
-        if count > 14 and count < len(closing_prices):
-            close = closing_prices[count]
-            new_change = close - closing_prices[count - 1]
-            add_loss = 0
-            add_gain = 0
-            if new_change > 0:
-                add_gain = new_change
-            if new_change < 0:
-                add_loss = abs(new_change)
-            new_average_gain = (new_average_gain * 13 + add_gain) / 14
-            new_average_loss = (new_average_loss * 13 + add_loss) / 14
+        # Calculating price changes
+        for closing_price in closing_prices:
+            if count != 0:
+                changes.append(closing_price - closing_prices[count - 1])
             count += 1
+            if count == 15:
+                break
+
+        # Calculating gains and losses
+        advances = []
+        declines = []
+        for change in changes:
+            if change > 0:
+                advances.append(change)
+            if change < 0:
+                declines.append(abs(change))
+
+        average_gain = (sum(advances) / 14)
+        average_loss = (sum(declines) / 14)
+        new_average_gain = average_gain
+        new_average_loss = average_loss
+        for closing_price in closing_prices:
+            if count > 14 and count < len(closing_prices):
+                close = closing_prices[count]
+                new_change = close - closing_prices[count - 1]
+                add_loss = 0
+                add_gain = 0
+                if new_change > 0:
+                    add_gain = new_change
+                if new_change < 0:
+                    add_loss = abs(new_change)
+                new_average_gain = (new_average_gain * 13 + add_gain) / 14
+                new_average_loss = (new_average_loss * 13 + add_loss) / 14
+                count += 1
 
-    rs = new_average_gain / new_average_loss
-    new_rs = 100 - 100 / (1 + rs)
-    return new_rs
+        rs = new_average_gain / new_average_loss
+        new_rs = 100 - 100 / (1 + rs)
+        return new_rs

app/strategies/strategy_utils.py

@@ -0,0 +1,16 @@
+"""
+Helper functions for the various strategies
+"""
+
+class Utils():
+    """
+    Helper functions for the various strategies
+    """
+    def get_closing_prices(self, historical_data):
+        """
+        Returns closing prices within a specified time frame for a coin pair
+        """
+        closing_prices = []
+        for data_point in historical_data:
+            closing_prices.append(data_point['C'])
+        return closing_prices