Add script for generating swing trading signals based on TRIN Thrusts strategy

strategies/trin_thrusts.py

@@ -0,0 +1,20 @@
+from pandas import DataFrame, Series
+
+from daily_data import get_daily_data
+
+def signals(data: DataFrame) -> Series:
+    """
+    Generate long signals based on the TRIN Thrusts strategy.
+
+    Returns a Series with 'L' for long signals and 'N' for no signal.
+    """
+    start_date = data['Date'].min()
+    end_date = data['Date'].max()
+    trin_data = get_daily_data(symbol = 'RINT.Z', start_date = start_date, end_date = end_date)
+
+    trin_change = trin_data['Close'].pct_change()
+    trin_30_below = trin_change <= -0.4
+
+    signals = Series('N', index = data.index)
+    signals[trin_30_below] = 'L'
+    return signals