From 92c4c82e507be8bb592ed44f310ca6c5c4112587 Mon Sep 17 00:00:00 2001
From: ordian <noreply@reusable.software>
Date: Sat, 17 May 2025 12:54:00 +0200
Subject: [PATCH] v1

---
 src/strategies/andy_combined-v1.py | 51 ++++++++++++++++++++++++++++++
 1 file changed, 51 insertions(+)
 create mode 100644 src/strategies/andy_combined-v1.py

diff --git a/src/strategies/andy_combined-v1.py b/src/strategies/andy_combined-v1.py
new file mode 100644
index 0000000..2faa151
--- /dev/null
+++ b/src/strategies/andy_combined-v1.py
@@ -0,0 +1,51 @@
+"""
+Donchian Channel Breakout
+"""
+
+from src.core.strategy import Strategy
+import pandas as pd
+
+AUTHOR_NAME = "Andy"
+
+class DonchianChannelBreakoutStrategy(Strategy):
+    def __init__(self, 
+                 initial_capital: float = 10000, 
+                 window: int = 20):
+        """
+        Initialize the Donchian Channel Breakout Strategy.
+        
+        Args:
+            initial_capital: Starting capital for the strategy
+            window: Lookback window to determine channel boundaries
+        """
+        super().__init__(
+            initial_capital=initial_capital,
+            author_name=AUTHOR_NAME,
+            strategy_name=f"Donchian Channel Breakout {window}",
+            description=f"Goes long when price breaks above the {window}-period upper Donchian channel, and exits when it breaks below the lower channel."
+        )
+        self.window = window
+
+    def get_signals(self, df: pd.DataFrame) -> pd.Series:
+        # Calculate upper and lower Donchian channels
+        upper_channel = df['high'].rolling(window=self.window).max()
+        lower_channel = df['low'].rolling(window=self.window).min()
+        
+        # Initialize signals
+        signals = pd.Series('hold', index=df.index)
+        
+        # Buy when price breaks above upper channel
+        buy_condition = df['close'] > upper_channel.shift(1)
+        signals[buy_condition] = 'buy'
+        
+        # Sell when price breaks below lower channel
+        sell_condition = df['close'] < lower_channel.shift(1)
+        signals[sell_condition] = 'sell'
+        
+        # No signals can be generated until we have enough data
+        signals.iloc[:self.window] = 'hold'
+        
+        # Shift signals to avoid look-ahead bias
+        signals = signals.shift(1).fillna('hold')
+        
+        return signals