import numpy as np from pandas import DataFrame, Series def calculate_moving_average(data: DataFrame, window: int = 200) -> Series: """ Calculate the 200-period moving average and return it as a Series without modifying the original DataFrame. """ return data['Close'].rolling(window = window).mean() def calculate_rsi(data: DataFrame, period: int = 2) -> Series: """ Calculate the 2-period RSI and return it as a Series without modifying the original DataFrame. """ delta = data['Close'].diff() gain = np.where(delta > 0, delta, 0) loss = np.where(delta < 0, -delta, 0) alpha = 1 / period avg_gain = Series(gain).ewm(alpha = alpha, adjust = False).mean() avg_loss = Series(loss).ewm(alpha = alpha, adjust = False).mean() rs = avg_gain / avg_loss return 100 - (100 / (1 + rs)) def signals(data: DataFrame) -> Series: """ Calculate signals based on the 200-period MA and 2-period RSI. Returns a Series with 'Long' for signals and 'None' otherwise, without modifying the original DataFrame. """ ma_200 = calculate_moving_average(data) rsi_2 = calculate_rsi(data) conditions = (data['Close'] > ma_200) & (rsi_2 < 5) return Series(np.where(conditions, 'L', 'N'), index = data.index)