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bug: backtest.py bug fixes

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KhizarImran
2026-06-20 17:43:19 +01:00
parent 6e0b63cb3e
commit 5609249180
2 changed files with 45 additions and 27 deletions
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python/backtest.py
+27 -14
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@@ -1,8 +1,15 @@
import backtestingfx as _rust
from typing import Any
import backtestingfx as _rust # type: ignore
import pandas as pd
class Strategy:
def __init__(self):
self._bars: Any = None
self._bar: Any = None
self._broker: Any = None
def init(self):
pass
@@ -10,10 +17,14 @@ class Strategy:
pass
def buy(self, lot_size, stop_loss=None, take_profit=None):
self._broker.buy(self._bar.close, lot_size, self._bar.timestamp, stop_loss, take_profit)
self._broker.buy(
self._bar.close, lot_size, self._bar.timestamp, stop_loss, take_profit
)
def sell(self, lot_size, stop_loss=None, take_profit=None):
self._broker.sell(self._bar.close, lot_size, self._bar.timestamp, stop_loss, take_profit)
self._broker.sell(
self._bar.close, lot_size, self._bar.timestamp, stop_loss, take_profit
)
def close_all(self):
self._broker.close_all(self._bar.close, self._bar.timestamp)
@@ -27,7 +38,7 @@ class _Adapter:
self._strategy = strategy
def init(self, bars):
self._strategy.bars = bars
self._strategy._bars = bars
self._strategy.init()
def next(self, bar, broker):
@@ -50,20 +61,22 @@ class Backtest:
if isinstance(idx, pd.Timestamp):
ts = int(idx.timestamp())
else:
ts = int(pd.Timestamp(row["timestamp"]).timestamp())
ts = int(pd.Timestamp(row["timestamp"]).timestamp()) # type: ignore
bars.append(_rust.Bar(
timestamp=ts,
open=float(row["open"]),
high=float(row["high"]),
low=float(row["low"]),
close=float(row["close"]),
volume=float(row.get("volume", 0.0))
))
bars.append(
_rust.Bar( # type: ignore
timestamp=ts,
open=float(row["open"]),
high=float(row["high"]),
low=float(row["low"]),
close=float(row["close"]),
volume=float(row.get("volume", 0.0)),
)
)
return bars
def run(self):
bars = self._to_bars()
engine = _rust.Engine(bars, self._cash, self._commission, self._spread)
engine = _rust.Engine(bars, self._cash, self._commission, self._spread) # type: ignore
strategy = self._strategy_class()
return engine.run(_Adapter(strategy))