25 lines
876 B
Python
25 lines
876 B
Python
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
|