Relative Strength Index in python pandas

Question

I am new to pandas. What is the best way to calculate the relative strength part in the RSI indicator in pandas? So far I got the following:

from pylab impor         


        

Answer 1

It is not really necessary to calculate the mean, because after they are divided, you only need to calculate the sum, so we can use Series.cumsum ...

def rsi(serie, n):

    diff_serie = close.diff()
    cumsum_incr = diff_serie.where(lambda x: x.gt(0), 0).cumsum()
    cumsum_decr = diff_serie.where(lambda x: x.lt(0), 0).abs().cumsum()
    rs_serie = cumsum_incr.div(cumsum_decr)
    rsi = rs_serie.mul(100).div(rs_serie.add(1)).fillna(0)

    return rsi