get_buy_sell.py

def get_buy_sell_points(data):
    # iterate the dataset, check for cross above upper and below lower bb
    trades = {
        "buy_indices": [],
        "sell_indices": [],
        "sell_prices": [],
        "buy_prices": []
    }
    for idx, row in data.iterrows():
        if idx == 0:
            continue

        # above upper band and previously below upper band
        if row["upper"] < row["Close"] and row["upper"] > data.loc[idx-1]["Close"]:
            # no short selling, just sell the shares previously purchased
            if len(trades["buy_indices"]) == 0:  
                continue  # we don't own any shares here
            elif len(trades["sell_indices"]) > 0 and trades["buy_indices"][len(trades["buy_indices"]) - 1] < trades["sell_indices"][len(trades["sell_indices"]) - 1]:
                # have we bought since the last sell?
                continue

            trades["sell_indices"].append(idx)  # indicate a sell at this point
            trades["sell_prices"].append(row["Close"])  # record the price
        
        # below lower band
        if row["lower"] > row["Close"] and data.loc[idx-1]["lower"] < data.loc[idx-1]["Close"]:
            trades["buy_indices"].append(idx) # buy at this point
            trades["buy_prices"].append(row["Close"]) # record the price

    return trades