.py

def get_signals(close_time):
    
    """
    Creates signals for pybacktest.
    Note pybacktest specifically needs series named "buy", "sell", "short", "cover" to work.
    Check out tutorial notebook: https://nbviewer.jupyter.org/github/ematvey/pybacktest/blob/master/examples/tutorial.ipynb
    
    """

    bs = ohlc['C'] > ohlc['hb'] # sell signal
    bb = ohlc['C'] < ohlc['lb'] # buy signal
    nbs = ohlc['C'] > ohlc['hb'] # not sell signal
    nbb = ohlc['C'] < ohlc['lb'] # not buy signal

    buy = bb & nbb.shift()
    sell = buy.shift(close_time)
    short = bs & nbs.shift()
    cover = short.shift(close_time)

    return buy, cover, sell, short