Add crossing signals and change naming convention

pandas_ta/signals/rsi_signals.py

@@ -1,25 +1,54 @@
 # -*- coding: utf-8 -*-
 from pandas import DataFrame
 from ..momentum.rsi import rsi
-from ..utils import above_value, below_value
+from ..utils import above_value, below_value, cross_value
 
-def rsi_signals(close, above_val=None, below_val=None, length=None, drift=None, offset=None, **kwargs):
-    """Indicator: Overbought or Oversold based on Relative Strength Index (RSI)"""
+def rsi_signals(close, above_val=None, below_val=None, length=None, drift=None, offset=None, crossing=False, **kwargs):
+    """Indicator: Signals based on Relative Strength Index (RSI)"""
     rsi_series = rsi(close, length=None, drift=None, offset=None, **kwargs)
     above_val = int(above_val) if above_val and above_val > 0 else 80
     below_val = int(below_val) if below_val and below_val > 0 else 20
 
+    # Mark the all the ticks when the security is overbought/oversold
     above = above_value(rsi_series, above_val, asint=True, **kwargs)
     below = below_value(rsi_series, below_val, asint=True, **kwargs)
 
+    if crossing:
+        # Mark only the crossing ticks when the security starts to be overbought/oversold
+        cross_start_above = cross_value(rsi_series, above_val, above=True, asint=True, **kwargs)
+        cross_start_below = cross_value(rsi_series, below_val, above=False, asint=True, **kwargs)
+
+        # Mark only the crossing ticks when the security ends to be overbought/oversold
+        cross_end_above = cross_value(rsi_series, above_val, above=False, asint=True, **kwargs)
+        cross_end_below = cross_value(rsi_series, below_val, above=True, asint=True, **kwargs)
+
     # Name and Categorize it
     # Not needed because above_value/below_value is already naming
-    # above.name = f"RSI_{length}_A_{above_val}" 
-    # below.name = f"RSI_{length}_B_{below_val}"
+    above.name = f"RSI_{length}_OB_{above_val}" 
+    below.name = f"RSI_{length}_OS_{below_val}"
     above.category = below.category = 'signals'
+    if crossing:
+        cross_start_above.name = f"RSI_{length}_XS_OB_{above_val}" 
+        cross_start_below.name = f"RSI_{length}_XS_OS_{below_val}"
+        cross_end_above.name = f"RSI_{length}_XE_OB_{above_val}" 
+        cross_end_below.name = f"RSI_{length}_XE_OS_{below_val}"
+        cross_start_above.category = cross_start_below.category = cross_end_above.category = cross_end_below.category = 'signals'
 
     # Prepare DataFrame to return
-    data = {above.name: above, below.name: below}
+    data = {
+        above.name: above,
+        below.name: below,
+    }
+    if crossing:
+        data.update(
+            {
+                cross_start_above.name: cross_start_above,
+                cross_start_below.name: cross_start_below,
+                cross_end_above.name: cross_end_above,
+                cross_end_below.name: cross_end_below
+            }
+        )
+
     rsidf = DataFrame(data)
     rsidf.name = f"RSI_signals"
     rsidf.category = 'signals'
@@ -29,7 +58,7 @@ def rsi_signals(close, above_val=None, below_val=None, length=None, drift=None,
 
 
 rsi.__doc__ = \
-"""Overbought or Oversold based on Relative Strength Index (RSI)
+"""Signals based on Relative Strength Index (RSI)
 
 The Relative Strength Index is popular momentum oscillator used to measure the
 velocity as well as the magnitude of directional price movements. RSI reading