Create indicators.py

indicators.py

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+import pandas as pd
+
+def calculate_rsi(df, period=14):
+    delta = df['close'].diff()
+    gain = delta.where(delta > 0, 0)
+    loss = -delta.where(delta < 0, 0)
+
+    avg_gain = gain.rolling(window=period).mean()
+    avg_loss = loss.rolling(window=period).mean()
+
+    rs = avg_gain / avg_loss
+    rsi = 100 - (100 / (1 + rs))
+    return rsi
+
+def calculate_ema(df, period=20):
+    return df['close'].ewm(span=period, adjust=False).mean()
+
+def calculate_macd(df):
+    ema12 = df['close'].ewm(span=12, adjust=False).mean()
+    ema26 = df['close'].ewm(span=26, adjust=False).mean()
+    macd = ema12 - ema26
+    signal = macd.ewm(span=9, adjust=False).mean()
+    return macd, signal
+
+def generate_signal(df):
+    rsi = calculate_rsi(df)
+    macd, signal = calculate_macd(df)
+
+    latest_rsi = rsi.iloc[-1]
+    latest_macd = macd.iloc[-1]
+    latest_signal = signal.iloc[-1]
+
+    if latest_rsi < 30 and latest_macd > latest_signal:
+        return "BUY"
+    elif latest_rsi > 70 and latest_macd < latest_signal:
+        return "SELL"
+    else:
+        return "HOLD"