"""Short-horizon reversal alpha."""
import pandas as pd

from pipeline.alpha.base import BaseAlpha
from pipeline.alpha.registry import register_alpha


@register_alpha
class ReversalAlpha(BaseAlpha):
    """Negative trailing return: oversold stocks score high."""

    name = "reversal"

    def __init__(self, lookback: int = 5):
        self.lookback = lookback

    def signal(self, close: pd.DataFrame) -> pd.DataFrame:
        return -close.pct_change(self.lookback, fill_method=None)