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fix: correct boolean operations and column naming in ThreeATREMAIndicator

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Bobby (aider) 2025-02-08 08:07:03 -08:00
parent 2103367a18
commit b9d6243bbe
1 changed files with 9 additions and 13 deletions
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22
src/indicators/three_atr_ema.py
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@ -31,28 +31,24 @@ class ThreeATREMAIndicator:
# Calculate EMA # Calculate EMA
ema = df['close'].ewm(span=self.ema_length, adjust=False).mean() ema = df['close'].ewm(span=self.ema_length, adjust=False).mean()
# Calculate ATR # Calculate ATR and bands
atr = self.calculate_atr(df['high'], df['low'], df['close']) atr = self.calculate_atr(df['high'], df['low'], df['close'])
upper_band = ema + (atr * 3) upper_band = ema + (atr * 3)
lower_band = ema - (atr * 3) lower_band = ema - (atr * 3)
# Generate signals based on conditions: # Fix signal condition with proper pandas syntax
# 1. Price is below EMA bullish_condition = (
# 2. Price starts moving up from lower ATR band towards upper ATR band (df['close'] < ema) &
condition = ( (df['close'].shift(1) <= lower_band.shift(1)) &
df['close'] < ema & (df['close'] > df['close'].shift(1))
df['close'].shift(1) <= lower_band &
df['close'] > df['close'].shift(1)
) )
results = pd.DataFrame({ return pd.DataFrame({
'ema': ema, 'ema': ema,
'upper_band': upper_band, 'upper_band': upper_band,
'lower_band': lower_band, 'lower_band': lower_band,
'signal': condition 'bullish_signal': bullish_condition # Match the column name used in screener
}) })
return results
def get_signals(self, df: pd.DataFrame) -> dict: def get_signals(self, df: pd.DataFrame) -> dict:
""" """
@ -73,7 +69,7 @@ class ThreeATREMAIndicator:
'ema': current['ema'], 'ema': current['ema'],
'upper_band': current['upper_band'], 'upper_band': current['upper_band'],
'lower_band': current['lower_band'], 'lower_band': current['lower_band'],
'is_signal': current['signal'] 'is_signal': current['bullish_signal']
} }
else: else:
return {} return {}