How to implement RSI Divergence in Python

I was wondering is there any Python library that covers RSI-Divergence (difference between a fast and a slow RSI) or any guidence about how can I implement its algorithm in Python.

Already asked question: Programmatically detect RSI divergence. One of the answer suggests quantconnect forum for the Python version but it does not cover anything.

I was not able to find its mathematical formula but I was able to find the RSI-Divergence in pine-script, as below, but I was not able to convert it into Python since its not possible to debug pine-script using tradingview.

study(title="RSI Divergence", shorttitle="RSI Divergence")  src_fast = close, len_fast = input(5, minval=1, title="Length Fast RSI")  src_slow = close, len_slow = input(14,minval=1, title="Length Slow RSI")  up_fast = rma(max(change(src_fast), 0), len_fast)  down_fast = rma(-min(change(src_fast), 0), len_fast)  rsi_fast = down_fast == 0 ? 100 : up_fast == 0 ? 0 : 100 - (100 / (1 + up_fast / down_fast))  up_slow = rma(max(change(src_slow), 0), len_slow)  down_slow = rma(-min(change(src_slow), 0), len_slow)  rsi_slow = down_slow == 0 ? 100 : up_slow == 0 ? 0 : 100 - (100 / (1 + up_slow / down_slow))  divergence = rsi_fast - rsi_slow  plotdiv = plot(divergence, color = divergence > 0 ? lime:red, linewidth = 2)  band = hline(0)  

https://stackoverflow.com/questions/65666858/how-to-implement-rsi-divergence-in-python January 11, 2021 at 08:25PM