Arris

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
# Define the technical indicators.
def macd(close, fast_period=12, slow_period=26, signal_period=9):
"""
Calculate the MACD.
Args:
close (pandas.Series): The closing prices.
fast_period (int): The fast period.
slow_period (int): The slow period.
signal_period (int): The signal period.
Returns:
pandas.Series: The MACD.
"""
ema_fast = close.ewm(span=fast_period, adjust=False).mean()
ema_slow = close.ewm(span=slow_period, adjust=False).mean()
macd = ema_fast - ema_slow
signal = macd.ewm(span=signal_period, adjust=False).mean()
return macd, signal
def rsi(close, period=14):
"""
Calculate the RSI.
Args:
close (pandas.Series): The closing prices.
period (int): The period.
Returns:
pandas.Series: The RSI.
"""
delta = close.diff()
up = delta.clip(lower=0)
down = -delta.clip(upper=0)
ema_up = up.ewm(span=period, adjust=False).mean()
ema_down = down.ewm(span=period, adjust=False).mean()
rsi = 100 * ema_up / (ema_up + ema_down)
return rsi
def bollinger_bands(close, period=20, stddev=2):
"""
Calculate the Bollinger bands.
Args:
close (pandas.Series): The closing prices.