feat: Add Three ATR EMA trading indicator with signal logic

src/indicators/three_atr_ema.py

@@ -0,0 +1,79 @@
+import pandas as pd
+
+class ThreeATREMAIndicator:
+    def __init__(self, ema_length: int = 21):
+        """
+        Initialize Three ATR EMA Indicator
+        
+        Args:
+            ema_length (int): Length for EMA calculation (default: 21)
+        """
+        self.ema_length = ema_length
+
+    def calculate_atr(self, high: pd.Series, low: pd.Series, close: pd.Series) -> pd.Series:
+        """Calculate Average True Range"""
+        tr1 = high - low
+        tr2 = abs(high - close.shift(1))
+        tr3 = abs(low - close.shift(1))
+        tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
+        return tr
+
+    def calculate(self, df: pd.DataFrame) -> pd.DataFrame:
+        """
+        Calculate Three ATR EMA indicator
+        
+        Args:
+            df (pd.DataFrame): DataFrame with 'high', 'low', 'close' columns
+            
+        Returns:
+            pd.DataFrame: DataFrame with added columns for EMA and ATR bands
+        """
+        # Calculate EMA
+        ema = df['close'].ewm(span=self.ema_length, adjust=False).mean()
+        
+        # Calculate ATR
+        atr = self.calculate_atr(df['high'], df['low'], df['close'])
+        upper_band = ema + (atr * 3)
+        lower_band = ema - (atr * 3)
+        
+        # Generate signals based on conditions:
+        # 1. Price is below EMA
+        # 2. Price starts moving up from lower ATR band towards upper ATR band
+        condition = (
+            df['close'] < ema &
+            df['close'].shift(1) <= lower_band &
+            df['close'] > df['close'].shift(1)
+        )
+        
+        results = pd.DataFrame({
+            'ema': ema,
+            'upper_band': upper_band,
+            'lower_band': lower_band,
+            'signal': condition
+        })
+        
+        return results
+
+    def get_signals(self, df: pd.DataFrame) -> dict:
+        """
+        Get the current trading signals based on Three ATR EMA
+        
+        Args:
+            df (pd.DataFrame): DataFrame with price data
+            
+        Returns:
+            dict: Dictionary containing current signal and band values
+        """
+        results = self.calculate(df)
+        
+        # Get latest values
+        if not results.empty:
+            current = results.iloc[-1]
+            return {
+                'ema': current['ema'],
+                'upper_band': current['upper_band'],
+                'lower_band': current['lower_band'],
+                'is_signal': current['signal']
+            }
+        else:
+            return {}