# Strategies

This module provides implementations of various trading strategies.

The [Swing Trading Dashboard](https://moshferatu.dev/moshferatu/swing-trading-dashboard) depends on this module in order to provide an overview of recent trade signals.

## Example Usage

The following is an example of obtaining trade signals for the 2-Period RSI strategy:

```python
from datetime import datetime, timedelta

from ohlc import ohlc
from strategies import two_period_rsi

# Obtain the necessary OHLC data first.
today = datetime.today()
data = ohlc('SPY', start_date = today - timedelta(days = 365), end_date = today)

# Signals are returned as a pandas Series.
signals = two_period_rsi(data)

# Combining signals with date information from the OHLC data for demonstration purposes only.
result = data[['Date']].copy()
result['Signal'] = signals
print(result)
```

Resulting signals:

```
           Date Signal
0    2024-01-11      L
1    2024-01-12      N
2    2024-01-16      L
3    2024-01-17      L
4    2024-01-18      N
..          ...    ...
245  2025-01-02      L
246  2025-01-03      N
247  2025-01-06      N
248  2025-01-07      N
249  2025-01-08      N
```

## Dependencies

The strategies module depends on the following Python packages:

```
numpy
pandas
```

It also depends on the following packages hosted here:

* [Indicators](https://moshferatu.dev/moshferatu/indicators)
* [OHLC](https://moshferatu.dev/moshferatu/ohlc) (only required for running tests)

## Local Workspace Setup

After checking out the repository, the dependencies can be installed as follows (ideally in a virtual environment):

```shell
pip install . --extra-index-url https://moshferatu.dev/api/packages/moshferatu/pypi/simple
```

If you want the build and test dependencies as well:

```shell
pip install .[build,test] --extra-index-url https://moshferatu.dev/api/packages/moshferatu/pypi/simple
```

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