from typing import Union import numpy as np import talib from jesse.helpers import get_candle_source def tsi(candles: np.ndarray, long_period=25, short_period=13, source_type="close", sequential=False) -> Union[ float, np.ndarray]: """ True strength index (TSI) :param candles: np.ndarray :param long_period: int - default: 25 :param short_period: int - default: 13 :param source_type: str - default: "close" :param sequential: bool - default=False :return: float | np.ndarray """ if not sequential and len(candles) > 240: candles = candles[-240:] source = get_candle_source(candles, source_type=source_type) r = 100 * (talib.EMA((talib.EMA(talib.MOM(source, 1), long_period)), short_period)) / ( talib.EMA((talib.EMA(np.absolute(talib.MOM(source, 1)), long_period)), short_period)) return r if sequential else r[-1]