Пример #1
0
                'INDEX': 'DJIA',
                'PRICETYPE':'RANGE',
                'AGGREGATION': 'RANGE',
                'DURATION': '15_MINUTES',
                'COMPANYNAME': 'GOLDMAN_SACHS_GROUP'
            })
rts.createrule('INTRADAYPRICES:GS','INTRADAYPRICES15MINRNG:GS','range',900)

rts.create('INTRADAYPRICES15MINSTDP:GS',
            labels={
                'SYMBOL': 'GS',
                'DESC': 'SHARE_PRICE',
                'INDEX': 'DJIA',
                'PRICETYPE':'STDDEV',
                'AGGREGATION': 'STDDEV',
                'DURATION': '15_MINUTES',
                'COMPANYNAME': 'GOLDMAN_SACHS_GROUP'
            })
rts.createrule('INTRADAYPRICES:GS','INTRADAYPRICES15MINSTDP:GS','std.p',900)

# Populate Data
rts.madd(<RSIIndicatorList>)

# Querying data
rts.range( 'INTRADAYPRICES15MINRNG:GS' 
         , from_time = 1603704600 
         , to_time   = 1603713600)
        #  Start is 9:30 a.m. on October 26, 2020 ET

allRSIValues = rts.mget(filters=['DESC=RELATIVE_STRENGTH_INDEX','TIMEFRAME=1_DAY'], with_labels=False)
print(dailyGSRSIValue)
print(
    '****************GOLDMAN SACHS RSI VALUE**************************************'
)

dailyGSPrice = rts.range('INTRADAYPRICES:GS',
                         from_time=1605260100,
                         to_time=1605260940)
##dailyRSI15MinRange = rts.get('INTRADAYPRICES:GS')

print('****************GOLDMAN SACHS PRICES************************')
print(dailyGSPrice)
print('****************GOLDMAN SACHS PRICES************************')

allRSIValues = rts.mget(
    filters=['DESC=RELATIVE_STRENGTH_INDEX', 'TIMEFRAME=1_DAY'],
    with_labels=True)
##dailyRSI15MinRange = rts.get('DAILYRSI15MINRNG:GS')

print('****************ALL RSI VALUE************************')
print(allRSIValues)
print('****************ALL RSI VALUE**************************************')

allStockPricesValues = rts.mget(
    filters=['DESC=SHARE_PRICE', 'PRICETYPE=INTRADAY'], with_labels=False)
##dailyRSI15MinRange = rts.get('DAILYRSI15MINRNG:GS')

print('****************ALL STOCK PRICES************************')
print(allStockPricesValues)
print('****************ALL STOCK PRICES**************************************')