import numpy as np from pandas import DataFrame, Series def calculate_moving_average(data: DataFrame, window: int = 200) -> Series: """ Calculate the moving average and return it as a Series. """ return data['Close'].rolling(window=window).mean() def calculate_rsi(data: DataFrame, period: int = 4) -> Series: """ Calculate the RSI and return it as a Series. """ 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 for the RSI PowerZones strategy. Returns a Series with 'L' for long signals and 'N' otherwise. """ ma_200 = calculate_moving_average(data, window = 200) rsi_4 = calculate_rsi(data, period = 4) above_ma_200 = data['Close'] > ma_200 rsi_below_30 = rsi_4 < 30 conditions = above_ma_200 & rsi_below_30 return Series(np.where(conditions, 'L', 'N'), index = data.index)