import pandas as pd
import numpy as np
def engulfing_strategy(data):
data = np.where((data.shift(1) < data) & (data.shift(1) > data), 1, 0)
return data
data = pd.read_csv('data.csv')
data = pd.to_datetime(data)
data.set_index('Date', inplace=True)
data = engulfing_strategy(data)
print(data)
import pandas as pd
import numpy as np
def price_difference_strategy(data, entry_threshold, exit_threshold):
data = data.diff()
data = np.where(data > entry_threshold, 1,
np.where(data < -entry_threshold, -1, 0))
data = np.where(data > exit_threshold, -1,
np.where(data < -exit_threshold, 1, 0))
data = data.diff().fillna(0)
data = data.shift()
return data
data = pd.read_csv('data.csv')
data = pd.to_datetime(data)
data.set_index('Date', inplace=True)
data = price_difference_strategy(data, 0.001, 0.0005)
print(data)