10 lines
380 B
Python
10 lines
380 B
Python
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from pandas import DataFrame, Series
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def signals(data: DataFrame) -> Series:
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"""
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Generate swing trading signals based the Large Moves (Down) strategy.
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Returns a Series with 'L' for long signals and 'N' otherwise.
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"""
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percent_change = (data['Open'] - data['Close']) / data['Open']
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return percent_change.apply(lambda change: 'L' if change >= 0.01 else 'N')
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