Target Labeling Using Sliding Window On Stock Data In Python - python-3.x

Question

I'm trying to label BUY, SELL, and HOLD values to the closing stock prices based on the algorithm I found in a paper. I'm not quite able to figure out the error I'm getting. I'd very much appreciate your help. Thank you.
Algorigthm:
[EDITED]
My implementation:
window_size = 11
counter = 0
result = []
window_begin_idx=0; window_end_idx=0; window_middle_idx=0; min_idx=0; max_idx=0;
while counter < len(closing_price):
if counter > window_size:
window_begin_idx = counter - window_size
window_end_idx = window_begin_idx + window_size - 1
window_middle_idx = (window_begin_idx + window_end_idx)//2
for i in range(window_begin_idx, window_end_idx+1):
rng = closing_price[window_begin_idx:window_end_idx+1]
number = closing_price[i]
mins = rng.min()
maxs = rng.max()
if number < mins:
mins=number
min_idx = np.argmin(rng)
if number > maxs:
maxs=number
max_idx = np.argmax(rng)
if max_idx == window_middle_idx:
result.append("SELL")
elif min_idx == window_middle_idx:
result.append("BUY")
else:
result.append("HOLD")
mins = 0.0
maxs = 10000.0
counter+=1
After the edit based on the author's JAVA code, I'm only getting the HOLD label. The author's implementation is here.

Answer 1

You need to initialize mins, maxs, min_idx and max_idx with appropriate values before the main loop.
In your case if max_idx == occurs earlier than any max_idx assignment
Edit after questing change:
Seems in Python you can make similar behavior replacing the whole for-loop with:
rng = closing_price[window_begin_idx:window_end_idx+1]
mins = rng.min()
maxs = rng.max()
min_idx = rng.index(mins)
max_idx = rng.index(maxs)

Answer 2

After reading through the author's implementation and following the suggestions provided by MBo, I have managed to solve this issue. So, now anyone who wants this algorithm in python, below is the code:
window_size = 11
counter = 0
result = []
window_begin_idx=0; window_end_idx=0; window_middle_idx=0; min_idx=0; max_idx=0;
number=0.0; mins=10000.0; maxs=0.0
while counter < len(closing_price):
if counter > window_size:
window_begin_idx = counter - window_size
window_end_idx = window_begin_idx + window_size - 1
window_middle_idx = (window_begin_idx + window_end_idx)//2
for i in range(window_begin_idx, window_end_idx+1):
number = closing_price[i]
if number < mins:
mins=number
min_idx = np.where(closing_price==mins)[0][0]
if number > maxs:
maxs=number
max_idx = np.where(closing_price==maxs)[0][0]
if max_idx == window_middle_idx:
result.append("SELL")
elif min_idx == window_middle_idx:
result.append("BUY")
else:
result.append("HOLD")
mins = 10000.0
maxs = 0.0
counter+=1