testing out python library integration

python/simple_strategy.py

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+import os
+
+import pandas as pd
+from backtest import Backtest, Strategy
+from dotenv import load_dotenv
+from lse import LSE
+
+load_dotenv()
+
+client = LSE(api_key=os.environ["LSE_API_KEY"])
+
+rows = client.candles("EUR/USD", "1h", limit=2000)
+df = pd.DataFrame(rows)
+df.to_csv("data/EURUSD_1H.csv", index=False)
+
+
+class BuyEveryBar(Strategy):
+    def next(self):
+        self.close_all()
+        self.buy(1.0)
+
+
+df = pd.read_csv("data/EURUSD_1H.csv")
+
+bt = Backtest(df, BuyEveryBar, cash=10000.0, commission=0.0, spread=0.0001)
+stats = bt.run()
+
+print(f"Return:       {stats.total_return_pct:.2f}%")
+print(f"Trades:       {stats.num_trades}")
+print(f"Win Rate:     {stats.win_rate_pct:.1f}%")
+print(f"Avg PnL:      {stats.avg_pnl:.5f}")
+print(f"Best Trade:   {stats.best_trade:.5f}")
+print(f"Worst Trade:  {stats.worst_trade:.5f}")
+print(f"Max Drawdown: {stats.max_drawdown_pct:.2f}%")
+print(f"Profit Factor:{stats.profit_factor:.2f}")