Currently I'm trying to use the RSI function that can be imported from quantopian.pipeline.factors. My question is, when I call RSI(window_length=2), how does it know what stock to calculate the RSI for? The universe I'm currently using in my pipeline is Q500US.
Also, what I'm trying to do with my algorithim is calculate the RSI2 of the present date (not the actual present date, but the date the algorithim is currently on when it's backtesting) and compare it with the RSI2 of the day before the present date. How can I accomplish something like this?
Thanks for the help,