Create crossover_agent.py
Browse files- crossover_agent.py +27 -0
crossover_agent.py
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from indicators import calculate_ema
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class CrossoverAgent:
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def run(self, df, short_window=50, long_window=200):
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df = calculate_ema(df, short_window)
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df = calculate_ema(df, long_window)
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df = df.dropna(subset=[f"ema_{short_window}", f"ema_{long_window}"])
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latest = df.iloc[-1]
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prev = df.iloc[-2]
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crossed_up = (
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prev[f"ema_{short_window}"] < prev[f"ema_{long_window}"] and
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latest[f"ema_{short_window}"] > latest[f"ema_{long_window}"]
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)
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crossed_down = (
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prev[f"ema_{short_window}"] > prev[f"ema_{long_window}"] and
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latest[f"ema_{short_window}"] < latest[f"ema_{long_window}"]
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)
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if crossed_up:
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return {"crossover": "Bullish", "short": short_window, "long": long_window}
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elif crossed_down:
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return {"crossover": "Bearish", "short": short_window, "long": long_window}
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else:
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return {"crossover": "None", "short": short_window, "long": long_window}
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