Update train_and_evaluate.ipynb

tensortrade-org · May 27, 2024 · f6c93dc · f6c93dc
1 parent 222d56e
commit f6c93dc
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/examples/train_and_evaluate.ipynb b/examples/train_and_evaluate.ipynb
@@ -297,8 +297,8 @@
     "\n",
     "def rsi(price: 'pd.Series[pd.Float64Dtype]', period: float) -> 'pd.Series[pd.Float64Dtype]':\n",
     "    r = price.diff()\n",
-    "    upside = np.minimum(r, 0).abs()\n",
-    "    downside = np.maximum(r, 0).abs()\n",
+    "    upside = r.clip(lower=0)\n",
+    "    downside = -r.clip(upper=0)\n",
     "    rs = upside.ewm(alpha=1 / period).mean() / downside.ewm(alpha=1 / period).mean()\n",
     "    return 100*(1 - (1 + rs) ** -1)\n",
     "\n",