mirror of
https://github.com/KhizarImran/backtestingfx.git
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new: added a working example
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use backtestingfx::types::Bar;
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use backtestingfx::broker::Broker;
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use backtestingfx::strategy::Strategy;
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use backtestingfx::engine::Engine;
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use backtestingfx::data::load_csv;
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struct BuyEveryBar;
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impl Strategy for BuyEveryBar {
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fn next (&mut self, bar: &Bar, broker: &mut Broker) {
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broker.close_all(bar.close, bar.timestamp); //closes any open positions
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broker.buy(bar.close, 1.0, bar.timestamp); // can be more complicated with buy, sells, close position, close all etc.
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}
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}
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fn main() {
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let data = load_csv("examples/data/eurusd_lse_1h.csv");
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let mut engine = Engine::new(data, 10000.0);
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let mut strategy = BuyEveryBar;
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engine.run(&mut strategy); // main line that runs the strategy
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println!("Final cash: {}", engine.broker.cash);
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println!("Trades executed: {}", engine.broker.trade_history.len());
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}
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