Add script for generating Large Moves Down strategy signals

strategies/large_moves_down.py

@@ -0,0 +1,10 @@
+from pandas import DataFrame, Series
+
+def signals(data: DataFrame) -> Series:
+    """
+    Generate swing trading signals based the Large Moves (Down) strategy.
+
+    Returns a Series with 'L' for long signals and 'N' otherwise.
+    """
+    percent_change = (data['Open'] - data['Close']) / data['Open']
+    return percent_change.apply(lambda change: 'L' if change >= 0.01 else 'N')