import numpy as np
import pandas as pddef preprocess_data(raw_data):
processed_data = raw_data
return processed_data
def calculate_indicator(data):
shortPeriodLineBuffer = np.zeros(len(data))
longPeriodLineBuffer = np.zeros(len(data))
for i in range(1, len(data)):
shortPeriodLineBuffer[i] = calculate_cci(data, i, shortPeriod=True)
longPeriodLineBuffer[i] = calculate_cci(data, i, shortPeriod=False)
return shortPeriodLineBuffer, longPeriodLineBufferdef calculate_cci(data, index, shortPeriod=True):
cci_value = 0 #
return cci_valuedef generate_signals(shortPeriodLine, longPeriodLine):
buy_signals = [ ]
sell_signals = [ ]
for i in range(1, len(shortPeriodLine)):
if shortPeriodLine[i] > 3.61896405 and shortPeriodLine[i-1] < 1.63623040:
buy_signals.append({‘price’: high[i] + 50 * Point})
if shortPeriodLine[i] < -3.61896405 and shortPeriodLine[i-1] > -1.63623040:
sell_signals.append({‘price’: low[i] – 50 * Point})
return buy_signals, sell_signalsdata = pd.read_csv(‘forex_data.csv’)
processed_data = preprocess_data(data)
shortPeriodLineBuffer, longPeriodLineBuffer = calculate_indicator(processed_data)
buy_signals, sell_signals = generate_signals(shortPeriodLineBuffer, longPeriodLineBuffer)