Add script for generating Turnaround Tuesday (or Monday) swing trading signals

strategies/turnaround.py

@@ -0,0 +1,16 @@
+from pandas import DataFrame, Series, to_datetime
+
+def signals(data: DataFrame) -> Series:
+    """
+    Generate long signals based on the day of the week and downward close conditions.
+
+    Returns a Series with 'L' for long signals and 'N' for no signal.
+    """
+    date_series = to_datetime(data['Date'], errors = 'coerce')
+    monday_or_tuesday = date_series.dt.dayofweek.isin([0, 1])
+    lower_past_two_days = (data['Close'] < data['Close'].shift(1)) & (data['Close'].shift(1) < data['Close'].shift(2))
+
+    signals = Series('N', index=data.index)
+    signals[monday_or_tuesday & lower_past_two_days] = 'L'
+
+    return signals