diff --git a/strategies/end_of_month.py b/strategies/end_of_month.py index f1213a6..24ddc9b 100644 --- a/strategies/end_of_month.py +++ b/strategies/end_of_month.py @@ -5,4 +5,4 @@ def signals(data: DataFrame) -> Series: Calculate the End of Month (EOM) signal. Returns a Series with 'L' for long signals if the date is close to the end of the month and 'N' otherwise. """ - return data['Date'].apply(lambda x: 'L' if x.day in [24, 25, 26] else 'N') \ No newline at end of file + return data['Date'].apply(lambda x: 'L' if x.day in [23, 24, 25, 26, 27] else 'N') \ No newline at end of file