def get_arima_rsi(prices):
df = pd.DataFrame(prices)
pandas2ri.activate()
calculate_models = """ calculate <- function(x, size=100){
x <- na.omit(x)
library(TTR)
library(stats)
x <- ts(x)
f <- function(m) class(try(solve(m),silent=T))=="matrix"
if(f(x)){
x[50] = x[50] + 2
}
arima <- arima(x, c(0,0,0))
rsi <- RSI(x, size-1)[size]
list <-c(arima$coef, rsi)
return(as.array(list))
}"""
calculate = SignatureTranslatedAnonymousPackage(calculate_models, "calculate")
stats = calculate.calculate(df, len(df))
return stats
