ビットコイン値段の勢いをチェック！「価格オシレーター作戦」をわかりやすく説明します

"""
Price Oscillator Trading Signal
価格オシレーターによるトレンド判定
"""
import pandas as pd
import numpy as np


def calculate_price_oscillator_signals(df: pd.DataFrame,
                                    short_period: int = 12,
                                    long_period: int = 26) -> pd.DataFrame:
    """
    Price Oscillator戦略のシグナル生成
    
    Parameters:
    -----------
    df : pd.DataFrame
        OHLCVデータ
    short_period : int
        短期移動平均期間（デフォルト: 12）
    long_period : int
        長期移動平均期間（デフォルト: 26）
    
    Returns:
    --------
    pd.DataFrame
        シグナルが追加されたDataFrame
    """
    df = df.copy()
    
    # 移動平均
    df['short_ma'] = df['close'].rolling(window=short_period).mean()
    df['long_ma'] = df['close'].rolling(window=long_period).mean()
    
    # Price Oscillator
    df['po'] = df['short_ma'] - df['long_ma']
    
    # シグナルライン
    df['po_signal'] = df['po'].rolling(window=9).mean()
    
    # ヒストグラム
    df['po_hist'] = df['po'] - df['po_signal']
    
    # シグナル初期化
    df['signal'] = 0
    df['is_buy'] = False
    df['is_sell'] = False
    
    position = 0
    
    for i in range(long_period + 9, len(df)):
        # 買いシグナル
        if position <= 0 and df['po'].iloc[i] > df['po_signal'].iloc[i] and df['po'].iloc[i-1] <= df['po_signal'].iloc[i-1]:
            df.loc[df.index[i], 'is_buy'] = True
            df.loc[df.index[i], 'signal'] = 1
            position = 1
            
        # 売りシグナル
        elif position >= 0 and df['po'].iloc[i] < df['po_signal'].iloc[i] and df['po'].iloc[i-1] >= df['po_signal'].iloc[i-1]:
            df.loc[df.index[i], 'is_sell'] = True
            df.loc[df.index[i], 'signal'] = -1
            position = -1
        else:
            df.loc[df.index[i], 'signal'] = position
    
    df['signal'] = df['signal'].fillna(0)
    
    return df


def get_strategy_name() -> str:
    """戦略名を返す"""
    return "Price Oscillator"


def get_strategy_description() -> str:
    """戦略の説明を返す"""
    return "価格オシレーターによるトレンド判定戦略"