testdata

src/aiomql/core/backtester/get_data.py

@@ -20,12 +20,13 @@ from ...utils import backoff_decorator
 
 logger = getLogger(__name__)
 
+
 class Data(TypedDict):
     account: AccountInfo
     symbols: dict[str, SymbolInfo]
-    prices: DataFrame
-    ticks: DataFrame
-    rates: DataFrame
+    prices: dict[str, DataFrame]
+    ticks: dict[str, DataFrame]
+    rates: dict[str, dict[str, DataFrame]]
     interval: range
 
 

src/aiomql/core/backtester/test_data.py

@@ -0,0 +1,82 @@
+from datetime import datetime, tzinfo
+
+import pytz
+import numpy as np
+import pandas as pd
+from pandas import DataFrame
+from MetaTrader5 import Tick, SymbolInfo, AccountInfo
+
+from ..constants import TimeFrame, CopyTicks
+from .get_data import Data, GetData
+from ...utils import round_down, round_up
+
+tz = pytz.timezone('Etc/UTC')
+
+
+class TestData:
+    def __init__(self, data: Data):
+        self._data = data
+        self.account = data['account']
+        self.symbols = data['symbols']
+        self.prices = data['prices']
+        self.ticks = data['ticks']
+        self.rates = data['rates']
+        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_symbols_total(self) -> int:
+        return len(self.symbols)
+
+    def get_symbols(self) -> list:
+        return list(self.symbols.keys())
+
+    def get_account_info(self) -> AccountInfo:
+        return AccountInfo(**self.account.dict)
+
+    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:
+        info = self.symbols[symbol]
+        tick = self.get_symbol_info_tick(symbol)
+        info = info.dict
+        info |= {'bid': tick.bid, 'bidhigh': tick.bid, 'bidlow': tick.bid, 'ask': tick.ask,
+                 'askhigh': tick.ask, 'asklow': tick.bid, 'last': tick.last, 'volume_real': tick.volume_real}
+        return SymbolInfo(**info)
+
+    def get_rates_from(self, symbol: str, timeframe: TimeFrame, date_from: datetime | float, count: int) -> np.ndarray:
+        rates = self.rates[symbol][timeframe.name]
+        start = int(datetime.timestamp(date_from)) if isinstance(date_from, datetime) else int(date_from)
+        start = round_down(start, timeframe.time)
+        start = rates.index.get_loc(start)
+        end = start + count
+        return rates.iloc[start:end].to_numpy()
+
+    def get_rates_from_pos(self, symbol: str, timeframe: TimeFrame, start_pos: int, count: int) -> np.ndarray:
+        rates = self.rates[symbol][timeframe.name]
+        end = -start_pos + count
+        return rates.iloc[-start_pos:end].to_numpy()
+
+    def get_rates_range(self, symbol: str, timeframe: TimeFrame, date_from: datetime, date_to: datetime) -> np.ndarray:
+        rates = self.rates[symbol][timeframe.name]
+        start = int(datetime.timestamp(date_from))
+        start = round_down(start, timeframe.time)
+        end = round_up(int(datetime.timestamp(date_to)), timeframe.time)
+        return rates.loc[start:end].to_numpy()
+
+    def get_ticks_from(self, symbol: str, date_from: datetime | float, count: int, flags: CopyTicks) -> DataFrame:
+        ticks = self.ticks[symbol]
+        start = int(datetime.timestamp(date_from)) if isinstance(date_from, datetime) else int(date_from)
+        start = round_down(start, 1)
+        end = start + count
+        return ticks.loc[start:end]

src/aiomql/core/models.py

@@ -334,7 +334,7 @@ class SymbolInfo(Base):
     path: str
 
     def __init__(self, **kwargs):
-        if name := kwargs.pop('name', None):
+        if name := kwargs.pop('name', None) is None:
             raise AttributeError('Symbol Object Must be initialized with a name')
         self.name = name
         super().__init__(**kwargs)

src/aiomql/lib/__init__.py

@@ -1,4 +1,3 @@
 from .strategies import *
 from .traders import *
 from .symbols import *
-from .backtester import *

src/aiomql/lib/backtester/test_data.py

@@ -1,44 +0,0 @@
-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):
-        self._data = data
-        self.account = data['account']
-        self.symbols = data['symbols']
-        self.prices = data['prices']
-        self.ticks = data['ticks']
-        self.rates = data['rates']
-        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()
-
-
-        
-

src/aiomql/utils.py

@@ -62,3 +62,10 @@ def backoff_decorator(func=None, *, max_retries: int = 3, retries: int = 0, dela
             return await wrapper(*args, **kwargs)
         
     return wrapper
+
+
+def round_down(value: int, base: int) -> int:
+    return value if value % base == 0 else value  - (value % base)
+
+def round_up(value: int, base: int) -> int:
+    return value if value % base == 0 else value + base - (value % base)