spb/sp-wallet

1"""Moving-average trend following: hold an asset while its fast average is above its slow average."""23META = {4    "name": "ma_trend",5    "version": "2",6    "universe": ["ETH", "LINK", "AAVE"],7    "interval": "1h",8    "lookback": 1000,9    "params": {"fast": 72, "slow": 480},10}111213def target_weights(data, params):14    fast, slow = int(params["fast"]), int(params["slow"])15    n = len(data)16    weights = {}17    for symbol, df in data.items():18        close = df["close"].to_numpy()19        if len(close) < max(fast, slow) or fast >= slow:20            weights[symbol] = 0.021            continue22        weights[symbol] = 1.0 / n if close[-fast:].mean() > close[-slow:].mean() else 0.023    return weights24