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Implement Connors RSI #737

Merged
merged 1 commit into from
Nov 29, 2023
Merged

Implement Connors RSI #737

merged 1 commit into from
Nov 29, 2023

Commits on Nov 27, 2023

  1. Add initial CRSI indicator 

    Rely on Pandas-TA built-in Wilder's RSI indicator and TA-lib
counterparts, and implement percent_rank and streak calculation
functions using NumPy. This was tested against large time series with 1
million entries and found to be performant as detailed in the PR ticket.
Add separate streak and percent rank functions with doctests.
    @luisbarrancos
    luisbarrancos committed Nov 27, 2023
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