new: added a working example

This commit is contained in:
Khizar Imran
2026-06-06 16:18:45 +01:00
parent 04b5f405e0
commit 1dc728078f
4 changed files with 33 additions and 1 deletions
+1
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@@ -2,3 +2,4 @@
Cargo.lock
### My claude md file
CLAUDE.md
*/data/
+1
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@@ -4,3 +4,4 @@ version = "0.1.0"
edition = "2024"
[dependencies]
chrono = "0.4"
+27
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@@ -0,0 +1,27 @@
use backtestingfx::types::Bar;
use backtestingfx::broker::Broker;
use backtestingfx::strategy::Strategy;
use backtestingfx::engine::Engine;
use backtestingfx::data::load_csv;
struct BuyEveryBar;
impl Strategy for BuyEveryBar {
fn next (&mut self, bar: &Bar, broker: &mut Broker) {
broker.close_all(bar.close, bar.timestamp); //closes any open positions
broker.buy(bar.close, 1.0, bar.timestamp); // can be more complicated with buy, sells, close position, close all etc.
}
}
fn main() {
let data = load_csv("examples/data/eurusd_lse_1h.csv");
let mut engine = Engine::new(data, 10000.0);
let mut strategy = BuyEveryBar;
engine.run(&mut strategy); // main line that runs the strategy
println!("Final cash: {}", engine.broker.cash);
println!("Trades executed: {}", engine.broker.trade_history.len());
}
+4 -1
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@@ -1,6 +1,7 @@
use std::fs::File;
use std::io::{BufRead, BufReader};
use crate::types::Bar;
use chrono::DateTime;
pub fn load_csv(path: &str) -> Vec<Bar> {
let file = File::open(path).expect("Could not open file");
@@ -11,8 +12,10 @@ pub fn load_csv(path: &str) -> Vec<Bar> {
let line = line.expect("could not read line");
let cols: Vec<&str> = line.split(',').collect();
let dt = DateTime::parse_from_rfc3339(cols[0]).expect("Bad Timestamp"); // this handles the timestamp to be in 2024-01-01 00:00:00 kind of way
let bar = Bar {
timestamp: cols[0].parse().expect("Bad timestamp"),
timestamp: dt.timestamp(),
open: cols[1].parse().expect("Bad open"),
high: cols[2].parse().expect("Bad high"),
low: cols[3].parse().expect("Bad low"),