Mastering Python for Finance - Second Edition

Writing the trend-following signal generators

Because only the decision-making logic needs to be modified from our parent MeanReversionTrader class, and everything else, including orders, placement, and streaming prices, remains the same, we simply override the generate_signals_and_think() method and implement our new trend-following signal generators using the following code:

def generate_signals_and_think(self):    df_resampled = self.df_prices\        .resample(self.resample_interval)\        .ffill().dropna()    resampled_len = len(df_resampled.index)    if resampled_len < self.long_mean_periods:        print(            'Insufficient data size to calculate logic. Need',            self.mean_periods - resampled_len, 'more.'        )        return    mean_short = df_resampled\ .tail(self.mean_periods).mean()[self.symbol] ...