Create volume_profile_agent.py

volume_profile_agent.py

@@ -0,0 +1,20 @@
+import numpy as np
+
+def volume_profile_signal(df):
+
+    prices = df["Close"].values
+    volume = df["Volume"].values
+
+    bins = np.linspace(prices.min(), prices.max(), 20)
+
+    hist, edges = np.histogram(prices, bins=bins, weights=volume)
+
+    poc_index = np.argmax(hist)
+    poc_price = (edges[poc_index] + edges[poc_index+1]) / 2
+
+    current_price = prices[-1]
+
+    if current_price > poc_price:
+        return 1
+    else:
+        return -1