from pandas import DataFrame, Series from daily_data import get_daily_data def signals(data: DataFrame) -> Series: """ Generate long signals based on the Decline / Advance Ratio strategy. Returns a Series with 'L' for long signals and 'N' for no signal. """ above_200_ma = data['Close'] > data['Close'].rolling(window = 200).mean() start_date = data['Date'].min() end_date = data['Date'].max() advances = get_daily_data(symbol = 'IINA.Z', start_date = start_date, end_date = end_date) declines = get_daily_data(symbol = 'IIND.Z', start_date = start_date, end_date = end_date) ratio = declines['Close'] / advances['Close'] ratio_greater_than_2 = ratio >= 2 signals = Series('N', index = data.index) signals[above_200_ma & ratio_greater_than_2] = 'L' return signals