import import_ipynb
import talib
import numpy
import yfinance as yf
import datetime as dt
import time
from datetime import datetime, timedelta 
import sqlite3
import pandas
import numpy as np
conn = sqlite3.connect('Strategy_RSI_MACD_Data.db')
c = conn.cursor()

c.execute("select distinct Stock from Universe")
tickers = c.fetchall()   
for row in tickers:
    if row[0]:
        ticker_list.append(row[0])
stockdetails = []
stockdetails = yf.download(
        tickers = ticker_list,
        period = '6mo',
        interval = '1d',
        group_by = 'ticker',
        auto_adjust = False,
        prepost = False,
        threads = True,
        proxy = None)
df_ta = pandas.DataFrame(data = stockdetails['Adj Close'], dtype=numpy.float64)
stockdetails['RSI'] = df_ta.apply(lambda c: talib.RSI(c, timeperiod = 14))