import pandas as pd from strategies.base_strategy import BaseStrategy import logging class SingleSmaStrategy(BaseStrategy): """ A strategy based on the price crossing a single Simple Moving Average (SMA). """ def calculate_signals(self, df: pd.DataFrame) -> pd.DataFrame: sma_period = self.params.get('sma_period', 0) if not sma_period or len(df) < sma_period: logging.warning(f"Not enough data for SMA period {sma_period}. Need {sma_period}, have {len(df)}.") df['signal'] = 0 return df df['sma'] = df['close'].rolling(window=sma_period).mean() # Signal is 1 when price is above SMA, -1 when below df['signal'] = 0 df.loc[df['close'] > df['sma'], 'signal'] = 1 df.loc[df['close'] < df['sma'], 'signal'] = -1 return df