Emadmousavi

واردات پاندا به عنوان pdimport numpy به عنوان npdef Engulfing_strategy (data): data ['engulfing_signal'] = np.where ((data ['High']. Shift (1) data ['Low'] ) & (data ['Close']. Shift (1)> data ['High']) ، 1 ، 0) Return DataData = pd.read_csv ('data.csv') data ['date'] = pd.to_datetime (data ['date']) data .set_index ('date' ، inplace = true) data = Engulfing_strategy (data) چاپ (data ['engulfing_signal']) پاندا را به عنوان pdimport numpy به عنوان npdef وارد کنید price_difference_strategy (data ، enter_threshold ، exit_threshold): data ['price_difference'] = data ['close']. diff () data ['position'] = np.where (data ['price_difference' ]> enter_threshold ، 1 ، np.where (data ['price_difference'] <-entry_threshold ، -1 ، 0) data ['exit_position'] = np.where (data ['price_difference']> exit_threshold ، -1 ، np.where (data ['price_difference'] <-exit_threshold ، 1 ، 0)) <20 > ['سیگنال'] = data ['موقعیت']. diff (). fillna (0) data ['position'] = data ['موقعیت']. shift () بازگشت dataData = pd.read_csv ('data.csv') data ['date'] = pd.to_datetime (data ['date']) data .set_index ("تاریخ" ، inplace = true) data = price_difference_strategy (داده ، 0.001 ، 0.0005) چاپ (data ['سیگنال'])