请用python写一份海龟交易系统的代码

好的，以下是一个简单的海龟交易系统的 Python 代码：

import pandas as pd
import numpy as np

def turtle_trading_system(data, n1=20, n2=10):
    """
    海龟交易系统函数
    :param data: pandas.DataFrame, 包含开盘价、最高价、最低价和收盘价的数据
    :param n1: int, 突破指标的时间窗口
    :param n2: int, 止损指标的时间窗口
    :return: pandas.DataFrame, 包含每天的交易信号和持仓情况的数据
    """
    # 计算海龟交易系统的信号
    data['highest'] = data['High'].rolling(n1).max()
    data['lowest'] = data['Low'].rolling(n1).min()
    data['ATR'] = pd.Series(np.zeros(len(data)))
    for i in range(n1, len(data)):
        data['ATR'][i] = np.max([(data['High'][i] - data['Low'][i]), abs(data['High'][i] - data['Close'][i - 1]), abs(data['Low'][i] - data['Close'][i - 1])])
    data['unit'] = 0.01 * data['Close'].iloc[0] / data['ATR']
    data['position'] = pd.Series(np.zeros(len(data)))
    data['signal'] = pd.Series(np.zeros(len(data)))
    for i in range(n1, len(data)):
        if data['Close'][i] > data['highest'][i - 1]:
            data['position'][i] = data['unit'][i]
            data['signal'][i] = 1
        elif data['Close'][i] < data['lowest'][i - 1]:
            data['position'][i] = -data['unit'][i]
            data['signal'][i] = -1
        else:
            data['position'][i] = data['position'][i - 1]
        if i > n1 and data['position'][i - n2:i].sum() == 0:
            data['unit'][i] = 0.01 * data['Close'].iloc[i - n2] / data['ATR'][i - n2]
    return data[['Open', 'High', 'Low', 'Close', 'signal', 'position']]

此代码实现了海龟交易系统的基本逻辑，包括突破指标和止损指标。你可以使用 Pandas 和 Numpy 库来进行数据处理和计算。