indic.py

from scipy import *
def sma(v, k):
    weights = repeat(1.0,k)/k
    return convolve(v, weights, 'valid')
    
def ema(v, k):
    weights = exp(linspace(-1,0,k))
    weights /= weights.sum()
    #print 'we: %s' % weights
    #print 'c: %s' % convolve(v, weights)
    return convolve(v, weights)[k-1:-(k-1)]

def rsi(v, k):
    dUp, dDown = v.copy( ), v.copy( )
    dUp[ dUp < 0 ] = 0
    dDown[ dDown > 0 ] = 0
    RolUp = ema( dUp, k)
    RolDown = ema( dDown, k)
    
    # print dUp
    # print RolUp
    # print dDown
    # print RolDown
    RolDown *= -1.0
    rs = RolUp / RolDown
    # print rs
    return 100-100/(1+rs)

v = [1,.6,.2,-.1,-.4,-.5, -.5,-.5,0,-.2,.1,.15,.9,1.5,3]
delta=diff(v)
delta


print sma(delta, 3)

print ema(delta, 3)

print rsi(delta, 3)