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| # RCI | |
| def RCI(seq, itv): | |
| def ord(seq, idx, itv): | |
| p = seq[idx] | |
| o = 1 | |
| for i in range(itv - 1): | |
| if p < seq[i]: | |
| o += 1 | |
| return o | |
| def d(seq, itv): | |
| sum = 0 | |
| for i in range(itv - 1): | |
| sum += pow((i + 1) - ord(seq, i, itv), 2) | |
| return sum | |
| return (1 - 6 * d(seq, itv) / (itv * (itv ** 2 - 1))) * 100 | |
| period = 9 | |
| rci = RCI(np_close, period) | |
| print(rci) |
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