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GitHub Repository: wiseplat/python-code
 Path: blob/master/ invest-robot-contest_sirius-master/strategy/trade_signal.py
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from strategy.calculate_utils import calculate_ma

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from utils.settings import settings

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fast_ma_step = int(settings()['TRADE']['fast_ma_step'])

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slow_ma_step = int(settings()['TRADE']['slow_ma_step'])

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trend_ma_step = int(settings()['TRADE']['trend_ma_step'])

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def break_from_down(candles, name_first, name_second):

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    return candles[0][name_first] < candles[0][name_second] and \

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           candles[-1][name_first] > candles[-1][name_second]

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def break_from_up(candles, name_first, name_second):

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    return candles[0][name_first] > candles[0][name_second] and \

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           candles[-1][name_first] < candles[-1][name_second]

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def get_trade_signal(candles):

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    min_time_frame_minutes = 30

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    signal = ''

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    if len(candles) < min_time_frame_minutes:

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        return signal

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    calculate_ma(candles, fast_ma_step, 'price', 'fast_ma')

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    calculate_ma(candles, slow_ma_step, 'price', 'slow_ma')

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    calculate_ma(candles, trend_ma_step, 'price', 'trend_ma')

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    if break_from_down(candles, 'fast_ma', 'slow_ma') and break_from_down(candles, 'fast_ma', 'trend_ma'):

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        signal = 'buy'

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    if break_from_up(candles, 'fast_ma', 'slow_ma') and break_from_up(candles, 'fast_ma', 'trend_ma'):

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        signal = 'sell'

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    return signal

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