Input: The necessary inputs for each code snippet.
AI Assistant (Python Programmer):
Solution: Here is the complete Python script that puts all the code snippets together:
```
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import talib as ta
# Load historical stock data into a pandas DataFrame
df = pd.read_csv('path/to/csv/file.csv')
# Preprocess the historical stock data
df = df.set_index('date')
df = df.sort_index(ascending=True)
# Calculate the short-term and long-term moving averages
short_period = 10
long_period = 30
short_ma = ta.SMA(df['close'], timeperiod=short_period)
long_ma = ta.SMA(df['close'], timeperiod=long_period)
# Create a new DataFrame that combines the historical stock data with the short-term and long-term moving averages
new_df = pd.concat([df, short_ma, long_ma], axis=1)
new_df.columns = ['open', 'high', 'low', 'close', 'volume', 'short_ma', 'long_ma']
# Create a new column in the DataFrame that indicates when to buy or sell the stock based on the crossover of the short-term and long-term moving averages
new_df['signal'] = np.where(new_df['short_ma'] > new_df['long_ma'], 1, -1)
# Create a new column in the DataFrame that indicates the profit or loss for each trade based on the buy and sell signals and the defined stop loss and profit target
stop_loss_percent = 5
profit_target_percent = 10
stop_loss = stop_loss_percent / 100
profit_target = profit_target_percent / 100
new_df['pnl'] = 0.0
buy_price = 0.0
for i in range(1, len(new_df)):
rtdocs_stable/api.python.langchain.com/en/stable/use_cases/agent_simulations/camel_role_playing.html