def decide(self, tdf):
stochRSI = self._compute_stochRSI(tdf.close)
if stochRSI < self.buy_signal:
return Buy()
elif stochRSI > self.sell_signal:
return Sell()
else:
return Hold()
def decide(self, tdf):
RSI = _compute_RSI(tdf.close, self.n, self.avg_method)
if RSI < self.buy_signal:
return Buy()
elif RSI > self.sell_signal:
return Sell()
else:
return Hold()
def decide(self, tdf):
d1 = self.m1.decide(tdf)
d2 = self.m2.decide(tdf)
if d1.sell() and d2.sell():
return Sell()
elif d1.buy() and d2.buy():
return Buy()
else:
return Hold()
def decide(self, tdf):
today_MFI = self._compute_MFI(tdf)
yesterday_MFI = self._compute_MFI(tdf.iloc[:-1])
if today_MFI > self.sell_signal:
return Sell()
elif today_MFI < self.buy_signal:
return Buy()
else:
return Hold()
def decide(self, tdf):
now_CCI = self._compute_CCI(tdf)
old_CCIs = [
self._compute_CCI(tdf.iloc[:-i]) for i in range(1, self.trend_n)
]
if now_CCI > self.buy_signal and now_CCI > max(old_CCIs):
return Buy()
elif now_CCI < self.sell_signal and now_CCI > min(old_CCIs):
return Sell()
else:
return Hold()
def decide(self, tdf):
C = tdf.close.iloc[-1]
H = tdf.high.iloc[-self.n:].max()
L = tdf.low.iloc[-self.n:].min()
K = (C - L) / (H - L) * 100
if K < self.buy_signal:
return Buy()
elif K > self.sell_signal:
return Sell()
else:
return Hold()
def decide(self, tdf):
ts = tdf.close
ma_short_today = ts.iloc[-self.short_n:].mean()
ma_short_yesterday = ts.iloc[-1 - self.short_n:-1].mean()
ma_long_today = ts.iloc[-self.long_n:].mean()
ma_long_yesterday = ts.iloc[-1 - self.long_n:-1].mean()
if ma_short_today > ma_long_today and ma_short_yesterday < ma_long_yesterday:
return Buy()
elif ma_short_today < ma_long_today and ma_short_yesterday > ma_long_yesterday:
return Sell()
else:
return Hold()
def decide(self, tdf):
ts = tdf.close
ma_today = ts.iloc[-self.n:].mean()
ma_yesterday = ts.iloc[-1 - self.n:-1].mean()
today = ts.iloc[-1]
yesterday = ts.iloc[-2]
if today > ma_today and yesterday < ma_yesterday:
return Buy()
elif today < ma_today and yesterday > ma_yesterday:
return Sell()
else:
return Hold()
def decide(self, tdf):
ts = tdf.close
short_EMA = self._compute_EMA(ts, self.short_n)
long_EMA = self._compute_EMA(ts, self.long_n)
MACD_today = short_EMA - long_EMA
ts_yesterday = ts.iloc[:-1]
short_EMA = self._compute_EMA(ts_yesterday, self.short_n)
long_EMA = self._compute_EMA(ts_yesterday, self.long_n)
MACD_yesterday = short_EMA - long_EMA
if MACD_yesterday < self.signal and MACD_today > self.signal:
return Buy()
elif MACD_yesterday > self.signal and MACD_today < self.signal:
return Sell()
else:
return Hold()