from pandas import DataFrame, Series

from daily_data import get_daily_data

def signals(data: DataFrame) -> Series:
    """
    Generate signals based on the HILO Index Lows 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()
    new_highs = get_daily_data(symbol = 'FINH.Z', start_date = start_date, end_date = end_date)
    new_lows = get_daily_data(symbol = 'FINL.Z', start_date = start_date, end_date = end_date)

    hilo_index = new_highs['Close'] - new_lows['Close']
    hilo_5_day_low = hilo_index == hilo_index.rolling(window = 5).min()

    signals = Series('N', index = data.index)
    signals[above_200_ma & hilo_5_day_low] = 'L'
    return signals