moen0
21 lines
822 B
Python
21 lines
822 B
Python
class SimpleStrategy:
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def __init__(self, fast_period=10, slow_period=20):
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self.fast_period = fast_period
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self.slow_period = slow_period
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def check_signal(self, history):
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if len(history) < self.slow_period + 1:
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return None
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fast_now = sum(c.close for c in history[-self.fast_period:]) / self.fast_period
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slow_now = sum(c.close for c in history[-self.slow_period:]) / self.slow_period
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fast_prev = sum(c.close for c in history[-self.fast_period-1:-1]) / self.fast_period
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slow_prev = sum(c.close for c in history[-self.slow_period-1:-1]) / self.slow_period
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if fast_prev <= slow_prev and fast_now > slow_now:
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return "BUY"
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elif fast_prev >= slow_prev and fast_now < slow_now:
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return "SELL"
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return None |