testdata

.gitignore

@@ -9,6 +9,7 @@ __pycache__/
 .Python
 env/
 venv/
+.venv/
 build/
 develop-eggs/
 dist/

src/aiomql/lib/backtester/check.py

@@ -0,0 +1,21 @@
+from collections import namedtuple
+class ITR:
+
+    def __init__(self) -> None:
+        self.span = iter(range(0, 10))
+        self.start = 0
+    
+    def __next__(self):
+        self.start = next(self.span)
+        return self.start
+    
+
+Gender = namedtuple('Gender', ['man', 'woman'])
+gen = Gender(man='Manny', woman='Babe')
+gend = gen._asdict()
+genz = Gender(gend)
+print(gen, genz)
+# b = ITR()
+# print(next(b))
+# print(next(b))
+# print(next(b))

src/aiomql/lib/backtester/get_data.py

@@ -26,26 +26,24 @@ class Data(TypedDict):
     prices: DataFrame
     ticks: DataFrame
     rates: DataFrame
-    span: range
+    interval: range
 
 
 class GetData:
     config: Config = Config()
 
     def __init__(self, *, start: datetime, end: datetime, timeframes: set[TimeFrame], symbols: set[str],
-                 interval: int = 60, name: str = '', tz: str = 'Etc/UTC'):
+                 name: str = '', tz: str = 'Etc/UTC'):
         """"""
         super().__init__()
         self.tz = pytz.timezone(tz)
         self.start = start.replace(tzinfo=self.tz)
         self.end = end.replace(tzinfo=self.tz)
-        self.interval = interval
         self.symbols = symbols
         self.timeframes = timeframes
-        self.counter = 0
         self.name = name or f"{start:%d-%m-%y}_{end:%d-%m-%y}"
         diff = int((self.end - self.start).total_seconds())
-        self.span = range(start := int(self.start.timestamp()), diff + start)
+        self.interval = range(start := int(self.start.timestamp()), diff + start)
         self.mt5 = MetaTrader()
 
     async def get_data(self) -> Data:
@@ -60,7 +58,7 @@ class GetData:
         data['prices'] = prices
         data['symbols'] = symbols
         data['account'] = account
-        data['range'] = self.span
+        data['range'] = self.interval
 
         return Data(**data)
 
@@ -149,7 +147,7 @@ class GetData:
         res = pd.DataFrame(res)
         res.drop_duplicates(subset=['time'], keep='last', inplace=True)
         res.set_index('time', inplace=True, drop=False)
-        res = res.reindex(self.span, method='nearest')
+        res = res.reindex(self.interval, method='nearest')
         return symbol, res
 
     @backoff_decorator(max_retries=5)

src/aiomql/lib/backtester/meta_tester.py

@@ -15,19 +15,27 @@ from ...core.errors import Error
 from ...core.constants import TimeFrame, CopyTicks, OrderType
 from ...core.models import (AccountInfo, SymbolInfo, BookInfo, TradeOrder, OrderCheckResult, OrderSendResult,
                             TradePosition, TradeDeal)
+
 from ...utils import backoff_decorator
 from .test_data import TestData
+from .get_data import GetData
+
 logger = getLogger(__name__)
 
 
 class MetaTester(MetaTrader):
     """A class for testing trading strategies in the MetaTrader 5 terminal. A subclass of MetaTrader."""
+    data: TestData
 
-    def __init__(self, data: TestData):
+    def __init__(self, data: TestData = None):
         super().__init__()
-        self.error = None
         self.data = data
     
+    async def initialize(self, path: str = "", login: int = 0, password: str = "", server: str = "", 
+                   timeout: int | None = None, portable=False, compressed: bool = False) -> bool:
+        self.data = await GetData.load_data(name=path, compressed=compressed)
+        return True
+    
     async def account_info(self) -> AccountInfo:
         """"""
         res = self.data.account

src/aiomql/lib/backtester/test_data.py

@@ -1,6 +1,6 @@
-from ...core.models import AccountInfo, SymbolInfo
+from ...core.models import AccountInfo, SymbolInfo, TickInfo
 from .get_data import Data, GetData
-
+from MetaTrader5 import Tick, SymbolInfo
 
 class TestData:
     def __init__(self, data: Data):
@@ -10,5 +10,35 @@ class TestData:
         self.prices = data['prices']
         self.ticks = data['ticks']
         self.rates = data['rates']
-        self.span = data['span']
+        self.interval = data['interval']
         self.cursor = 0
+        self.iter = iter(self.interval)
+    
+    def __next__(self):
+        self.cursor = next(self.iter)
+        return self.cursor
+    
+    def reset(self):
+        self.iter = iter(self.interval)
+        return self.iter
+
+    def get_symbol_info_tick(self, symbol: str) -> Tick:
+        tick = self.prices[symbol].iloc[self.cursor]
+        return Tick(**tick)
+    
+    def get_symbol_info(self, symbol: str) -> SymbolInfo:
+        symbol = self.symbols[symbol]
+        symbol |= {'bid': tick.bid, 'bidhigh': tick.bid, 'bidlow': tick.bid, 'bid': tick.bid, 'bidhigh': tick.bid, 'bidlow': tick.bid}
+        symbol = SymbolInfo(**symbol)
+        tick = self.get_symbol_info_tick(symbol)
+        symbol.bid = tick.bid
+        symbol.bidhigh = 120.506
+        symbol.bidlow = tick.
+        ask=120.041
+        askhigh=120.526
+        asklow=118.828
+        symbol.update()
+
+
+        
+