58 lines
1.9 KiB
Bash
58 lines
1.9 KiB
Bash
function get_rsi_indicator {
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#g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
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# get histfile
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local f_hist_file="$1"
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local f_last_minutes="$2"
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# calculate change of lastest f_last_minutes+1 prices for calculating rsi over the last f_last_minutes periods
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local f_price
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local f_last_price
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local f_positive_sum=0
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local f_negative_sum=0
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f_rsi=""
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local f_period=$((f_last_minutes+1))
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local f_period_sum=$(tail -n${f_period} "${f_hist_file}" | cut -d, -f2 | grep "^[0-9]" | wc -l)
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if ! [ ${f_period_sum} -ge ${f_period} ]
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then
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g_echo_note "${FUNCNAME} $@: Not enough data - waiting for more values and defaulting to 50. (${f_period} needed; ${f_period_sum} given)"
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echo -n ",50" >>"${f_hist_file}"
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return 0
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fi
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f_positive_sum=$(tail -n${f_period} "${f_hist_file}" | cut -d"," -f3 | grep "^[0-9]" | awk "{ SUM += \$1} END { printf(\"%10.10f\", SUM/${f_period}) }")
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f_negative_sum=$(tail -n${f_period} "${f_hist_file}" | cut -d"," -f3 | grep "^-[0-9]" | awk "{ SUM += \$1} END { printf(\"%10.10f\", SUM/${f_period}) }")
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# if one of both is "0" then fix results
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if [ ${f_negative_sum} == "0.0000000000" ]
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then
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f_rsi=100
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#g_echo_note "RSI-Indicator RSI: ${f_rsi}%"
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echo -n ",${f_rsi}" >>"${f_hist_file}"
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return 0
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fi
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if [ ${f_positive_sum} == "0.0000000000" ]
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then
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f_rsi=0
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#g_echo_note "RSI-Indicator RSI: ${f_rsi}%"
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echo -n ",${f_rsi}" >>"${f_hist_file}"
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return 0
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fi
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# calculate positive/negative change averages
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local f_negative_sum_average=$(echo "${f_negative_sum}/${f_last_minutes}" | bc -l | sed 's/-//')
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local f_positive_sum_average=$(echo "${f_positive_sum}/${f_last_minutes}" | bc -l)
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# calculate RS and RSI
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local f_rs=$(echo "${f_positive_sum_average}/${f_negative_sum_average}" | bc -l)
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f_rsi=$(echo "100-(100/(1+${f_rs}))" | bc -l | xargs printf "%.0f")
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echo -n ",${f_rsi}" >>"${f_hist_file}"
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#g_echo_note "RSI-Indicator RSI: ${f_rsi}%"
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}
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