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Add 23rd and 27th days of the month to End of Month strategy

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moshferatu 2024-10-30 00:22:52 -07:00
parent 5866bcd9ab
commit 47361429ad
1 changed files with 1 additions and 1 deletions
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strategies/end_of_month.py
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@ -5,4 +5,4 @@ def signals(data: DataFrame) -> Series:
Calculate the End of Month (EOM) signal. 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. 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') return data['Date'].apply(lambda x: 'L' if x.day in [23, 24, 25, 26, 27] else 'N')