8 lines
328 B
Python
8 lines
328 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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Calculate the End of Month (EOM) signal.
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Returns a Series with 'L' for long signals if the date is close to the end of the month and 'N' otherwise.
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"""
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return data['Date'].apply(lambda x: 'L' if x.day in [24, 25, 26] else 'N')
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