Update app.py

app.py

@@ -22,6 +22,15 @@ def identify_signals(data):
     data['Sell Signal'] = (data['Close'] < data['Low Short'].shift(1))
     return data
 
+# Collect and display signals
+def collect_signals(data):
+    signals = pd.DataFrame()
+    signals['Date'] = data[data['Buy Signal'] | data['Sell Signal']].index
+    signals['Price'] = data[data['Buy Signal'] | data['Sell Signal']]['Close']
+    signals['Signal'] = 'Buy'
+    signals.loc[data['Sell Signal'], 'Signal'] = 'Sell'
+    return signals
+
 # Calculate returns and metrics for backtesting
 def backtest_signals(data):
     data['Position'] = 0
@@ -52,7 +61,7 @@ def plot_data(data):
 
 # Main application function
 def main():
-    st.title("Enhanced Turtle Trading Strategy with Backtesting")
+    st.title("Enhanced Turtle Trading Strategy with Backtesting and Signal Table")
 
     # Sidebar for user inputs
     with st.sidebar:
@@ -67,9 +76,12 @@ def main():
         if not data.empty:
             data = calculate_indicators(data, window_short, window_long)
             data = identify_signals(data)
+            signals = collect_signals(data)
             data, market_return, strategy_return = backtest_signals(data)
             fig = plot_data(data)
             st.plotly_chart(fig, use_container_width=True)
+            st.subheader("Trading Signals")
+            st.dataframe(signals)
             st.subheader("Backtesting Results")
             st.write(f"Market Return: {market_return * 100:.2f}%")
             st.write(f"Strategy Return: {strategy_return * 100:.2f}%")