yougandar commited on
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267432a
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1 Parent(s): 1fcebf9

Create supertrend_agent.py

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  1. supertrend_agent.py +20 -0
supertrend_agent.py ADDED
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+ import pandas as pd
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+ import numpy as np
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+
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+ class SupertrendAgent:
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+ def run(self, df, period=7, multiplier=3):
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+ df = df.copy()
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+ hl2 = (df['High'] + df['Low']) / 2
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+ atr = df['High'].rolling(period).max() - df['Low'].rolling(period).min()
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+ upper_band = hl2 + multiplier * atr
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+ lower_band = hl2 - multiplier * atr
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+ current_close = df['Close'].iloc[-1]
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+
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+ if current_close > upper_band.iloc[-1]:
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+ signal = "Bullish"
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+ elif current_close < lower_band.iloc[-1]:
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+ signal = "Bearish"
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+ else:
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+ signal = "Neutral"
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+
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+ return {"signal": signal}