# signals/strategy.py import pandas as pd def generate_buy_signals(data_4h, data_1h): """ Generates buy signals based on specified criteria. Parameters: - data_4h: DataFrame containing 4-hour interval stock data with SMA and price columns. - data_1h: DataFrame containing 1-hour interval stock data with SMA and price columns. Returns: - buy_signals: DataFrame containing timestamps and signals where buy conditions are met. """ # Criteria 1 & 2 for 4-hour data criteria_4h = (data_4h['SMA_21'] > data_4h['SMA_50']) # Criteria 3 & 4 for 1-hour data crossed_above = (data_1h['SMA_21'].shift(2) < data_1h['SMA_50'].shift(2)) & (data_1h['SMA_21'] > data_1h['SMA_50']) was_below = (data_1h['SMA_21'].shift(15) < data_1h['SMA_50'].shift(15)) # Combine criteria buy_signals = data_1h[crossed_above & was_below & criteria_4h.reindex(data_1h.index, method='nearest')] return buy_signals[['SMA_21', 'SMA_50']] def generate_sell_signals(data_4h): """ Generates sell signals based on specified criteria. Parameters: - data_4h: DataFrame containing 4-hour interval stock data with Bollinger Bands and price columns. Returns: - sell_signals: DataFrame containing timestamps and signals where sell conditions are met. """ # Criteria for sell signal crossed_above_bb = data_4h['Close'] > data_4h['BB_Upper'] sell_signals = data_4h[crossed_above_bb] return sell_signals[['Close', 'BB_Upper']] # Example usage would require actual loaded data with the appropriate columns calculated. # This example assumes `data_4h` and `data_1h` DataFrames are prepared and include 'Close', 'SMA_21', 'SMA_50', and Bollinger Bands columns.