I'm not entirely sure what a gypsy is, similar to a jew I've heard, maybe a racial sub group.
A deep aura and chakra cleaning would probably be a good place to start.
I would think focusing a RTR on yourself would be a good idea because you surely picked up some of it's energies. May take more than one RTR until you feel better, and each RTR followed by an aura cleaning and aura of protection.
Also do your best to avoid gypsies after the fact and cut ties with the one you had sex with for sure.
Hopefully you didn't contract anything either physically or spiritually.