adding python wrapping

Cargo.toml

@@ -3,5 +3,10 @@ name = "backtestingfx"
 version = "0.1.0"
 edition = "2024"
 
+[lib]
+name = "backtestingfx"
+crate-type = ["cdylib", "rlib"]
+
 [dependencies]
 chrono = "0.4"
+pyo3 = { version = "0.28", features = ["extension-module"]}

src/lib.rs

@@ -1,6 +1,14 @@
-pub mod types;
-pub mod strategy;
 pub mod broker;
-pub mod engine;
 pub mod data;
+pub mod engine;
 pub mod stats;
+pub mod strategy;
+pub mod types;
+
+use pyo3::prelude::*;
+
+#[pymodule]
+fn backtestingfx(m: &Bound<'_, PyModule>) -> PyResult<()> {
+    m.add_class::<types::Bar>()?;
+    Ok(())
+}

src/types.rs

@@ -1,32 +1,43 @@
+use pyo3::prelude::*;
+
+#[pyclass]
 #[derive(Debug, Clone)]
-pub struct Bar {            // Initialises the interface for the bar
+pub struct Bar {
+    // Initialises the interface for the bar
+    #[pyo3(get)]
     pub timestamp: i64,
+    #[pyo3(get)]
     pub open: f64,
+    #[pyo3(get)]
     pub high: f64,
+    #[pyo3(get)]
     pub low: f64,
+    #[pyo3(get)]
     pub close: f64,
+    #[pyo3(get)]
     pub volume: f64,
 }
 
 #[derive(Debug, Clone)]
-pub struct Position {       // this is for the trading position
+pub struct Position {
+    // this is for the trading position
     pub id: u64,
     pub entry_price: f64,
     pub lot_size: f64,
     pub is_long: bool,
     pub entry_timestamp: i64,
     pub stop_loss: Option<f64>,
-    pub take_profit: Option<f64>
+    pub take_profit: Option<f64>,
-
 }
 
 #[derive(Debug, Clone)]
-pub struct Trade {          // the actual trade 
+pub struct Trade {
+    // the actual trade
     pub entry_price: f64,
     pub exit_price: f64,
     pub lot_size: f64,
     pub is_long: bool,
     pub pnl: f64,
     pub entry_timestamp: i64,
-    pub exit_timestamp:i64
+    pub exit_timestamp: i64,
 }