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mail@pastecode.io avatar
unknown
python
2 years ago
568 B
17
Indexable
#stratégia
df["Signal"] = 0


df.loc[(df["Close"] > df["50napos"]) & (df["stochrsi_k"] > df["stochrsi_d"]) & (df["stochrsi_k"] < stochrsi_alsohatar), "Signal"] = 1 # Vételi jel
df.loc[(df["stochrsi_k"] < df["stochrsi_d"]) & (df["stochrsi_k"] > stochrsi_felsohatar), "Signal"] = -1 # Eladási jel

# feltételek meghatározása
df["position"] = 0

cond1 = df["Signal"] == 1
cond2 = df["position"].shift(-1) == 1
cond3 = df["Signal"] == -1

# "position" oszlop frissítése

df.loc[cond1 | cond2, "position"] = 1
df.loc[cond2 & cond3, "position"] = -1