Calculating Rsi In Python

I am trying to calculate RSI on a dataframe df = pd.DataFrame({'Close': [100,101,102,103,104,105,106,105,103,102,103,104,103,105,106,107,108,106,105,107,109]}) df['Change'] = df['

Solution 1:

(edited)

Here's an implementation of your formula.

RSI_LENGTH = 7

rolling_gain = df["Gain"].rolling(RSI_LENGTH).mean()
df.loc[RSI_LENGTH-1, "RSI"] = rolling_gain[RSI_LENGTH-1]

for inx in range(RSI_LENGTH, len(df)):
    df.loc[inx, "RSI"] = (df.loc[inx-1, "RSI"] * (RSI_LENGTH -1) + df.loc[inx, "Gain"]) / RSI_LENGTH

The result is:

    Close  Change  Gain  Loss  Index       RSI
0100NaN0.00.00NaN11011.01.00.01NaN21021.01.00.02NaN31031.01.00.03NaN41041.01.00.04NaN51051.01.00.05NaN61061.01.00.060.8571437105-1.00.01.070.7346948103-2.00.02.080.6297389102-1.00.01.090.539775101031.01.00.0100.605522111041.01.00.0110.66187612103-1.00.01.0120.567322131052.02.00.0130.771990141061.01.00.0140.804563151071.01.00.0150.832483161081.01.00.0160.85641417106-2.00.02.0170.73406918105-1.00.01.0180.629202191072.02.00.0190.825030201092.02.00.0200.992883