37-Relative-Vigor-Index
Sat 17 May 2025
# Created: 20250104
import pyutil as pyu
pyu.get_local_pyinfo()
'conda env: ml312-2024; pyv: 3.12.7 | packaged by Anaconda, Inc. | (main, Oct 4 2024, 13:27:36) [GCC 11.2.0]'
print(pyu.ps2("yfinance pandas matplotlib"))
yfinance==0.2.51
pandas==2.2.3
matplotlib==3.9.3
import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
# Step 2: Calculate Relative Vigor Index (RVI)
def calculate_rvi(data, period=4):
# Calculate Numerator (Close - Open) and Denominator (High - Low)
data['Numerator'] = data['Close'] - data['Open']
data['Denominator'] = data['High'] - data['Low']
# Calculate SMA for both Numerator and Denominator
data['SMA Numerator'] = data['Numerator'].rolling(window=period).mean()
data['SMA Denominator'] = data['Denominator'].rolling(window=period).mean()
# Calculate RVI
data['RVI'] = data['SMA Numerator'] / data['SMA Denominator']
# Calculate Signal Line (4-period SMA of RVI)
data['Signal Line'] = data['RVI'].rolling(window=period).mean()
return data
def show_graph(symbol):
# Step 1: Download historical data
start = "2020-01-01"
end = "2023-12-31"
data = yf.download(symbol, start=start, end=end)
# Apply RVI calculation
data = calculate_rvi(data)
# Step 3: Plot Close Price and RVI
plt.figure(figsize=(14, 7))
# Plot Close Price
plt.subplot(2, 1, 1)
plt.plot(data['Close'], label='Close Price', color='blue')
plt.title(f'{symbol} Close Price')
plt.xlabel('Date')
plt.ylabel('Price')
plt.legend()
plt.grid(True)
# Plot RVI
plt.subplot(2, 1, 2)
plt.plot(data['RVI'], label='RVI (Relative Vigor Index)', color='green', linewidth=1.5)
plt.plot(data['Signal Line'], label='Signal Line', color='orange', linestyle='--', linewidth=1.5)
plt.axhline(0, color='black', linestyle='--', linewidth=1, label='Zero Line')
plt.title(f'Relative Vigor Index (RVI) for {symbol}')
plt.xlabel('Date')
plt.ylabel('RVI')
plt.legend(loc='best')
plt.grid(True)
plt.tight_layout()
plt.show()
show_graph("AMZN")
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Score: 5
Category: stockmarket