Create rl_agent.py

rl_agent.py

@@ -0,0 +1,12 @@
+import numpy as np
+
+def rl_signal(df):
+
+    returns = df["Close"].pct_change()
+
+    momentum = returns.rolling(10).mean().iloc[-1]
+
+    if momentum > 0:
+        return 1
+    else:
+        return -1