import backtrader as bt

class RSI_Momentum_Strategy(bt.Strategy):
    params = (
        ('rsi_period', 14),
        ('n_days', 25),
        ('rsi_low', 40),
        ('rsi_high', 100),
        ('momentum_threshold', 70),
    )

    def __init__(self):
        self.rsi = {data: bt.indicators.RSI(data, period=self.params.rsi_period) for data in self.datas}
        self.highest_rsi = {data: bt.indicators.Highest(self.rsi[data], period=self.params.n_days) for data in self.datas}

    def next(self):
        selected_stocks = []
        for data in self.datas:
            rsi = self.rsi[data]
            highest_rsi = self.highest_rsi[data]
            if self.params.rsi_low <= rsi <= self.params.rsi_high and highest_rsi > self.params.momentum_threshold:
                selected_stocks.append(data)

        if not selected_stocks:
            for data in self.datas:
                self.order_target_percent(data, target=0)
            return

        target_weight = 1 / len(selected_stocks)
        for data in self.datas:
            if data in selected_stocks:
                self.order_target_percent(data, target=target_weight)
            else:
                self.order_target_percent(data, target=0)