Add script for generating short-term lows strategy signals

strategies/short_term_lows.py

@@ -0,0 +1,10 @@
+from pandas import DataFrame, Series
+
+def signals(data: DataFrame) -> Series:
+    """
+    Generate signals for entering a long trade when the market makes a 10-day low.
+
+    Returns a series with 'L' for long signals and 'N' otherwise.
+    """
+    ten_day_low = data['Low'] == data['Low'].rolling(window = 10, min_periods = 10).min()
+    return ten_day_low.apply(lambda x: 'L' if x else 'N')