compute the n period relative strength indicator
    http://excelta.blogspot.co.il/2013/09/stochastic-oscillator-technical.html

def stoch(df, window=14, d=3, k=3, fast=False):
    """
    compute the n period relative strength indicator
    http://excelta.blogspot.co.il/2013/09/stochastic-oscillator-technical.html
    """

    my_df = pd.DataFrame(index=df.index)

    my_df['rolling_max'] = df['high'].rolling(window).max()
    my_df['rolling_min'] = df['low'].rolling(window).min()

    my_df['fast_k'] = 100 * (df['close'] - my_df['rolling_min'])/(my_df['rolling_max'] - my_df['rolling_min'])
    my_df['fast_d'] = my_df['fast_k'].rolling(d).mean()

    if fast:
        return my_df.loc[:, ['fast_k', 'fast_d']]

    my_df['slow_k'] = my_df['fast_k'].rolling(k).mean()
    my_df['slow_d'] = my_df['slow_k'].rolling(d).mean()

    return my_df.loc[:, ['slow_k', 'slow_d']]