README
¶
go-rsi
The Relative Strength Index (RSI) technical analysis algorithm implemented in Golang.
import "github.com/MicahParks/go-rsi/v2"
Usage
For full examples, please see the examples directory.
Preconditions
- Gather test data.
- Decide on the number of periods,
p, for the RSI algorithm. Populate a slice of prices whose length isp + 1.
// Determine the number of periods for the initial inputs. Defaults to 14.
const initialLength = rsi.DefaultPeriods + 1
initial := prices[:initialLength]
Step 1
Create the RSI data structure and get the first result.
r, result := rsi.New(initial)
Step 2
Use the remaining data to calculate the RSI value for that period.
remaining := prices[initialLength:]
for i, next := range remaining {
result = r.Calculate(next)
}
Testing
There is 100% test coverage and benchmarks for this project. Here is an example benchmark result:
$ go test -bench .
goos: linux
goarch: amd64
pkg: github.com/MicahParks/go-rsi/v2
cpu: Intel(R) Core(TM) i5-9600K CPU @ 3.70GHz
BenchmarkBigRSI_Calculate-6 1000000000 0.0001744 ns/op
BenchmarkRSI_Calculate-6 1000000000 0.0000017 ns/op
PASS
ok github.com/MicahParks/go-rsi/v2 0.005s
Other Technical Algorithms
Looking for some other technical analysis algorithms? Here are some other ones I've implemented:
- Accumulation/Distribution (A/D): go-ad
- Chaikin: go-chaikin
- Moving Average Convergence Divergence (MACD), Exponential Moving Average (EMA), Simple Moving Average (SMA): go-ma
- Relative Strength Index (RSI): go-rsi
Resources
I built and tested this package using these resources:
Documentation
¶
Index ¶
Examples ¶
Constants ¶
const DefaultPeriods = 14
DefaultPeriods is the default number of periods for the averages for the RSI algorithm.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type BigRSI ¶
type BigRSI struct {
// contains filtered or unexported fields
}
BigRSI represents the state of a Relative Strength Index (RSI) algorithm.
type RSI ¶
type RSI struct {
// contains filtered or unexported fields
}
RSI represents the state of a Relative Strength Index (RSI) algorithm.
func New ¶
New creates a new RSI data structure and returns the initial result.
The length of the initial input slice should be 1 + `periods`. Where `periods` is the length of the lookback period.
func (*RSI) Calculate ¶
Calculate produces the next RSI result given the next input.
Example ¶
// Create a logger.
logger := log.New(os.Stdout, "", 0)
// Create the RSI data structure and get the first result.
//
// The slice argument should be the number of periods
const initialLength = rsi.DefaultPeriods + 1
r, result := rsi.New(prices[:initialLength])
logger.Printf("Period index: %d\nFirst RSI result: %.8f", rsi.DefaultPeriods, result)
// Use the remaining data to generate the RSI for each period.
for _, next := range prices[initialLength:] {
result = r.Calculate(next)
}
logger.Printf("Period index: %d\nLast RSI result: %.8f", len(prices)-1, result)
Output: Period index: 14 First RSI result: 72.36421725 Period index: 166 Last RSI result: 37.34374224
Source Files
Directories