stoch_rsi.py

import pandas as pd

from rsi import rsi_tradingview


def stoch_rsi_tradingview(ohlc: pd.DataFrame, period=14, smoothK=3, smoothD=3):
    """ Calculating Stochastic RSI (gives the same values as TradingView as of March 20, 2021.
        smoothK = input(3, "K", minval=1)
        smoothD = input(3, "D", minval=1)
        lengthRSI = input(14, "RSI Length", minval=1)
        lengthStoch = input(14, "Stochastic Length", minval=1)
        src = input(close, title="RSI Source")
        rsi1 = rsi(src, lengthRSI)
        k = sma(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
        d = sma(k, smoothD)

    :param ohlc:
    :param period:
    :param smoothK:
    :param smoothD:
    :return:
    """
    # Calculate RSI
    rsi = rsi_tradingview(ohlc, period=period, round_rsi=False)

    # Calculate StochRSI
    rsi = pd.Series(rsi)
    stochrsi  = (rsi - rsi.rolling(period).min()) / (rsi.rolling(period).max() - rsi.rolling(period).min())
    stochrsi_K = stochrsi.rolling(smoothK).mean()
    stochrsi_D = stochrsi_K.rolling(smoothD).mean()

    return round(rsi, 2), round(stochrsi_K * 100, 2), round(stochrsi_D * 100, 2)