10 lines
391 B
Python
10 lines
391 B
Python
from pandas import DataFrame, Series
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def signals(data: DataFrame) -> Series:
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"""
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Generate signals for entering a long trade when the market makes a 10-day low.
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Returns a series with 'L' for long signals and 'N' otherwise.
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"""
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ten_day_low = data['Low'] == data['Low'].rolling(window = 10, min_periods = 10).min()
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return ten_day_low.apply(lambda x: 'L' if x else 'N') |