RSI０１ - 経済統計練習帳

f = open('data.csv', 'r',encoding='UTF-8')
 
x=[] 
for line in f:
    x.append(line)
 
f.close()
p=[]
for x1 in x:  
    x2=x1.split(",")
    z=0
    if "n" in x2[1]:z=100
    if z<50:p.append(float(x2[1]))
 
number=len(p)
 
point=0
mon=0
 
for d in range(100,number-100):
    p1=0
    p2=0
    m=d-14
    for n in range(14):
        px=p[m+n]-p[m+n-1]
        if px>0:p1=p1+px
        if px<0:p2=p2-px
    rsi=100*p1/(p1+p2)
    h=0
    if rsi>80:h=h+1
    if point==1:h=h+1
    if h==2:mon=mon+p[d]
    if h==2:point=0
    h=0
    if rsi<20:h=h+1
    if point==0:h=h+1
    if h==2:mon=mon-p[d]
    if h==2:point=1
 
mon=mon+point*p[number-1]
print(mon)