code: def init(self):
      # Compute moving averages the strategy demands
      self.ma10 = self.I(SMA, self.data.Close, 10)
      self.ma20 = self.I(SMA, self.data.Close, 20)
      self.ma50 = self.I(SMA, self.data.Close, 50)
      self.ma100 = self.I(SMA, self.data.Close, 100)
  
      # Compute daily RSI(30)
      self.daily_rsi = self.I(RSI, self.data.Close, self.d_rsi)
  
      # To construct weekly RSI, we can use `resample_apply()`
      # helper function from the library
      self.weekly_rsi = resample_apply(
          "W-FRI", RSI, self.data.Close, self.w_rsi
      )
  
file_path: backtesting.py/doc/examples/Multiple Time Frames.py
imports: import pandas
  from backtesting import Strategy, Backtest
  from backtesting.lib import resample_apply
  from backtesting.test import GOOG
label_desc: Use image node_id 1 for calling the System obj's underlying member method code with example usage: obj.init() without return types