import pandas as pd
import numpy as np

from datetime import datetime, timedelta
from ohlc import ohlc

symbol = 'SPY'
today = datetime.today()
data = ohlc(symbol = symbol, start_date = today - timedelta(days = 365), end_date = today)

def calculate_moving_average(data, window = 200):
    data['200_MA'] = data['Close'].rolling(window = window).mean()
    return data

def calculate_rsi(data, period = 2):
    delta = data['Close'].diff()

    gain = np.where(delta > 0, delta, 0)
    loss = np.where(delta < 0, -delta, 0)

    alpha = 1 / period
    avg_gain = pd.Series(gain).ewm(alpha = alpha, adjust = False).mean()
    avg_loss = pd.Series(loss).ewm(alpha = alpha, adjust = False).mean()

    rs = avg_gain / avg_loss
    rsi = 100 - (100 / (1 + rs))
    data['RSI_2'] = rsi
    return data

def generate_signals(data):
    conditions = (data['Close'] > data['200_MA']) & (data['RSI_2'] < 5)
    data['Signal'] = np.where(conditions, 'Long', 'None')
    return data

data['Date'] = pd.to_datetime(data['Date'])

data = calculate_moving_average(data)
data = calculate_rsi(data)
data = generate_signals(data)

print(data)