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AI for Trading - Breakout Strategy: clear_signals accepting long and short
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| def clear_signals(signals, window_size): | |
| clean_signals = [0] * window_size | |
| for signal_i, current_signal in enumerate(signals): | |
| signal_slice = clean_signals[signal_i:signal_i + window_size] | |
| has_past_signal = next((s for s in signal_slice if s != 0), None) | |
| clean_signals.append(not has_past_signal and current_signal) | |
| clean_signals = clean_signals[window_size:] | |
| return pd.Series(np.array(clean_signals).astype(np.int64), signals.index) |
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