fbp_tweet_sentiment_positions.py

def sentimentPositions(val, thresh=0.1, short=True):
    """
    Returns position as 1, -1, or 0 for Buy, Sell, 
    and Do Nothing respectively based on the given 
    sentiment value and threshold.
    """
    if val > thresh:
        return 1
    elif val < -thresh and short:
        return -1
    else:
        return 0
      
      
def fbpPositions(pred_df, short=True):
    """
    Gets positions based on the predictions and the actual values.
    """
    if pred_df['open'] < pred_df['yhat_lower']:
        return 1
    elif pred_df['open'] > pred_df['yhat_upper'] and short:
        return -1
    else:
        return 0
      

def overallPosition(df):
    """
    Returns the position if both values in the DF are the same.
    Otherwise, the position will be to do nothing.
    """
    if df['sentiment_positions']==df['fbp_positions']:
        return df['sentiment_positions']
    else:
        return 0