From c2b2d00beb4bcf1f9f6192198b4966f1496751df Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Mon, 28 Oct 2024 10:51:21 -0700
Subject: [PATCH] Add script for generating end of month swing trading signals

---
 strategies/end_of_month.py | 8 ++++++++
 1 file changed, 8 insertions(+)
 create mode 100644 strategies/end_of_month.py

diff --git a/strategies/end_of_month.py b/strategies/end_of_month.py
new file mode 100644
index 0000000..f1213a6
--- /dev/null
+++ b/strategies/end_of_month.py
@@ -0,0 +1,8 @@
+from pandas import DataFrame, Series
+
+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