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Author SHA1 Message Date
Ajasra
10cc047975 Merge branch 'main' with resolved conflicts 2025-05-20 18:44:24 +08:00
Ajasra
955a340d02 docs 2025-05-20 18:40:16 +08:00

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@ -14,6 +14,19 @@ The `Analysis` module includes classes for calculating common technical indicato
Found in `cycles/Analysis/rsi.py`.
Calculates the Relative Strength Index.
### Mathematical Model
1. **Average Gain (AvgU)** and **Average Loss (AvgD)** over 14 periods:
$$
\text{AvgU} = \frac{\sum \text{Upward Price Changes}}{14}, \quad \text{AvgD} = \frac{\sum \text{Downward Price Changes}}{14}
$$
2. **Relative Strength (RS)**:
$$
RS = \frac{\text{AvgU}}{\text{AvgD}}
$$
3. **RSI**:
$$
RSI = 100 - \frac{100}{1 + RS}
$$
### `__init__(self, period: int = 14)`
@ -33,7 +46,21 @@ Calculates the Relative Strength Index.
Found in `cycles/Analysis/boillinger_band.py`.
Calculates Bollinger Bands for given financial data.
## **Bollinger Bands**
### Mathematical Model
1. **Middle Band**: 20-day Simple Moving Average (SMA)
$$
\text{Middle Band} = \frac{1}{20} \sum_{i=1}^{20} \text{Close}_{t-i}
$$
2. **Upper Band**: Middle Band + 2 × 20-day Standard Deviation (σ)
$$
\text{Upper Band} = \text{Middle Band} + 2 \times \sigma_{20}
$$
3. **Lower Band**: Middle Band 2 × 20-day Standard Deviation (σ)
$$
\text{Lower Band} = \text{Middle Band} - 2 \times \sigma_{20}
$$
### `__init__(self, period: int = 20, std_dev_multiplier: float = 2.0)`