31 lines
1.3 KiB
Python
31 lines
1.3 KiB
Python
import pandas as pd
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from strategies.base_strategy import BaseStrategy
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import logging
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class MaCrossStrategy(BaseStrategy):
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"""
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A strategy based on a fast Simple Moving Average (SMA) crossing
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a slow SMA.
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"""
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# --- FIX: Changed 3rd argument from log_level to trade_signal_queue ---
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def __init__(self, strategy_name: str, params: dict, trade_signal_queue):
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# --- FIX: Passed trade_signal_queue to the parent class ---
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super().__init__(strategy_name, params, trade_signal_queue)
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self.fast_ma_period = self.params.get('short_ma') or self.params.get('fast') or 0
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self.slow_ma_period = self.params.get('long_ma') or self.params.get('slow') or 0
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def calculate_signals(self, df: pd.DataFrame) -> pd.DataFrame:
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if not self.fast_ma_period or not self.slow_ma_period or len(df) < self.slow_ma_period:
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logging.warning(f"Not enough data for MA periods.")
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df['signal'] = 0
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return df
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df['fast_sma'] = df['close'].rolling(window=self.fast_ma_period).mean()
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df['slow_sma'] = df['close'].rolling(window=self.slow_ma_period).mean()
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df['signal'] = 0
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df.loc[df['fast_sma'] > df['slow_sma'], 'signal'] = 1
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df.loc[df['fast_sma'] < df['slow_sma'], 'signal'] = -1
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return df
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