added

internal/indicators/rsi.go

@@ -0,0 +1,43 @@
+package indicators
+
+// RSI calcule le Relative Strength Index (Wilder's smoothing, période 14).
+// Retourne NaN si pas assez de données.
+func RSI(closes []float64, period int) float64 {
+	if period <= 0 {
+		period = 14
+	}
+	if len(closes) < period+1 {
+		return -1
+	}
+
+	var gains, losses float64
+	for i := 1; i <= period; i++ {
+		delta := closes[i] - closes[i-1]
+		if delta > 0 {
+			gains += delta
+		} else {
+			losses -= delta
+		}
+	}
+
+	avgGain := gains / float64(period)
+	avgLoss := losses / float64(period)
+
+	// Wilder's smoothing pour le reste
+	for i := period + 1; i < len(closes); i++ {
+		delta := closes[i] - closes[i-1]
+		if delta > 0 {
+			avgGain = (avgGain*float64(period-1) + delta) / float64(period)
+			avgLoss = (avgLoss * float64(period-1)) / float64(period)
+		} else {
+			avgGain = (avgGain * float64(period-1)) / float64(period)
+			avgLoss = (avgLoss*float64(period-1) - delta) / float64(period)
+		}
+	}
+
+	if avgLoss == 0 {
+		return 100
+	}
+	rs := avgGain / avgLoss
+	return 100 - (100 / (1 + rs))
+}