added lot size

This commit is contained in:
KhizarImran
2026-06-21 00:18:44 +01:00
parent 706be103f0
commit cb9bf41ff3
3 changed files with 130 additions and 38 deletions
+20 -2
View File
@@ -48,12 +48,23 @@ class _Adapter:
class Backtest:
def __init__(self, df, strategy_class, cash=10000.0, commission=0.0, spread=0.0):
def __init__(
self,
df,
strategy_class,
cash=10000.0,
commission=0.0,
spread=0.0,
contract_size=100000.0,
quote_to_account=1.0,
):
self._df = df
self._strategy_class = strategy_class
self._cash = cash
self._commission = commission
self._spread = spread
self._contract_size = contract_size
self._quote_to_account = quote_to_account
def _to_bars(self):
bars = []
@@ -77,6 +88,13 @@ class Backtest:
def run(self):
bars = self._to_bars()
engine = _rust.Engine(bars, self._cash, self._commission, self._spread) # type: ignore
engine = _rust.Engine( # type: ignore
bars,
self._cash,
self._commission,
self._spread,
self._contract_size,
self._quote_to_account,
)
strategy = self._strategy_class()
return engine.run(_Adapter(strategy))