# signals/strategy.py def indicator_signal_ema(data, short_period=12, long_period=26): """Calculate EMA signals: buy, sell, neutral.""" ema_short = data['Close'].ewm(span=short_period, adjust=False).mean() ema_long = data['Close'].ewm(span=long_period, adjust=False).mean() data['EMA_Short'] = ema_short data['EMA_Long'] = ema_long data['EMA_Signal'] = 'neutral' data.loc[ema_short > ema_long, 'EMA_Signal'] = 'buy' data.loc[ema_short < ema_long, 'EMA_Signal'] = 'sell' return data def indicator_signal_macd(data, fast_period=12, slow_period=26, signal_period=9): """Calculate MACD signals: buy, sell, neutral.""" exp1 = data['Close'].ewm(span=fast_period, adjust=False).mean() exp2 = data['Close'].ewm(span=slow_period, adjust=False).mean() macd = exp1 - exp2 signal_line = macd.ewm(span=signal_period, adjust=False).mean() data['MACD'] = macd data['MACD_Signal_Line'] = signal_line data['MACD_Signal'] = 'neutral' data.loc[macd > signal_line, 'MACD_Signal'] = 'buy' data.loc[macd < signal_line, 'MACD_Signal'] = 'sell' return data def indicator_signal_rsi(data, period=14, overbought=70, oversold=30): """Calculate RSI signals: buy, sell, neutral.""" delta = data['Close'].diff(1) gain = (delta.where(delta > 0, 0)).rolling(window=period).mean() loss = (-delta.where(delta < 0, 0)).rolling(window=period).mean() rs = gain / loss rsi = 100 - (100 / (1 + rs)) data['RSI'] = rsi data['RSI_Signal'] = 'neutral' data.loc[rsi < oversold, 'RSI_Signal'] = 'buy' data.loc[rsi > overbought, 'RSI_Signal'] = 'sell' return data def indicator_signal_bollinger_bands(data, period=20, std_dev=2): """Calculate Bollinger Band signals: buy, sell, neutral.""" sma = data['Close'].rolling(window=period).mean() std = data['Close'].rolling(window=period).std() upper_band = sma + (std_dev * std) lower_band = sma - (std_dev * std) data['BB_Upper'] = upper_band data['BB_Lower'] = lower_band data['BB_Signal'] = 'neutral' data.loc[data['Close'] < lower_band, 'BB_Signal'] = 'buy' data.loc[data['Close'] > upper_band, 'BB_Signal'] = 'sell' return data def generate_combined_signals(data): """Combine signals from all indicators and generate final buy/sell signals.""" data = indicator_signal_ema(data) data = indicator_signal_macd(data) data = indicator_signal_rsi(data) data = indicator_signal_bollinger_bands(data) # Analyze signals from all indicators signals = ['EMA_Signal', 'MACD_Signal', 'RSI_Signal', 'BB_Signal'] data['Combined_Signal'] = data.apply(lambda row: 'buy' if sum(row[signal] == 'buy' for signal in signals) >= 3 else ('sell' if sum(row[signal] == 'sell' for signal in signals) >= 3 else 'neutral'), axis=1) return data # Note: This script assumes the 'data' DataFrame contains a 'Close' column with the closing prices. # You will need to replace the placeholder calculation functions with the actual implementations # from your indicators package.