from pandas import DataFrame, Series

from daily_data import get_daily_data

def signals(data: DataFrame) -> Series:
    """
    Generate signals based on the Put / Call Ratio Highs 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()
    put_volume = get_daily_data(symbol = 'VPOT.Z', start_date = start_date, end_date = end_date)
    call_volume = get_daily_data(symbol = 'VCOT.Z', start_date = start_date, end_date = end_date)

    # The put and call volume data contains extraneous data for holidays when the market is closed.
    put_volume = put_volume[put_volume['Date'].isin(data['Date'])].reset_index(drop = True)
    call_volume = call_volume[call_volume['Date'].isin(data['Date'])].reset_index(drop = True)

    put_call_ratio = put_volume['Close'] / call_volume['Close']
    put_call_high_5_day = put_call_ratio == put_call_ratio.rolling(window = 5).max()

    signals = Series('N', index = data.index)
    signals[above_200_ma & put_call_high_5_day] = 'L'
    return signals