alpheast.strategy.common.rsi_strategy module

class alpheast.strategy.common.rsi_strategy.RSIStrategy(symbol, rsi_period=14, oversold_threshold=Decimal('30'), overbought_threshold=Decimal('70'), **kwargs)[source]

Bases: BaseStrategy

A Relative Strength Index (RSI) trading strategy.

Generates BUY/SELL signals based on RSI crossing oversold/overbought thresholds.

Parameters:

  • symbol (str) – The financial instrument symbol this strategy will trade.

  • rsi_period (int) – The period over which to calculate the RSI. (e.g., 14 for typical RSI)

  • oversold_threshold (Decimal) – The RSI value below which an asset is considered oversold (e.g., 30).

  • overbought_threshold (Decimal) – The RSI value above which an asset is considered overbought (e.g., 70).

  • kwargs (Any) – Arbitrary keyword arguments passed to the base strategy.

on_market_event(event)[source]

Handles incoming market events to update RSI and generate trading signals.

Parameters:

event (MarketEvent) – The MarketEvent containing new market data.