diff --git a/.gitignore b/.gitignore
index 3a414f8..b72680b 100644
--- a/.gitignore
+++ b/.gitignore
@@ -1,6 +1,7 @@
 /target
 Cargo.lock
 *.so
+__pycache__/
 ### My claude md file
 CLAUDE.md
 data/
diff --git a/backtestingfx/__pycache__/__init__.cpython-314.pyc b/backtestingfx/__pycache__/__init__.cpython-314.pyc
deleted file mode 100644
index 2ccd0a3..0000000
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diff --git a/backtestingfx/__pycache__/backtest.cpython-314.pyc b/backtestingfx/__pycache__/backtest.cpython-314.pyc
deleted file mode 100644
index d7b8e74..0000000
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diff --git a/python/__pycache__/backtest.cpython-314.pyc b/python/__pycache__/backtest.cpython-314.pyc
deleted file mode 100644
index 60751d0..0000000
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diff --git a/python/backtest.py b/python/backtest.py
deleted file mode 100644
index ce71e28..0000000
--- a/python/backtest.py
+++ /dev/null
@@ -1,100 +0,0 @@
-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
-
-    def next(self):
-        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
-        )
-
-    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
-        )
-
-    def close_all(self):
-        self._broker.close_all(self._bar.close, self._bar.timestamp)
-
-    def close_position(self, id):
-        self._broker.close_position(id, self._bar.close, self._bar.timestamp)
-
-
-class _Adapter:
-    def __init__(self, strategy):
-        self._strategy = strategy
-
-    def init(self, bars):
-        self._strategy._bars = bars
-        self._strategy.init()
-
-    def next(self, bar, broker):
-        self._strategy._bar = bar
-        self._strategy._broker = broker
-        self._strategy.next()
-
-
-class Backtest:
-    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 = []
-        for idx, row in self._df.iterrows():
-            if isinstance(idx, pd.Timestamp):
-                ts = int(idx.timestamp())
-            else:
-                ts = int(pd.Timestamp(row["timestamp"]).timestamp())  # type: ignore
-
-            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(  # 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))
diff --git a/python/simple_strategy.py b/python/simple_strategy.py
deleted file mode 100644
index 61344f6..0000000
--- a/python/simple_strategy.py
+++ /dev/null
@@ -1,28 +0,0 @@
-import os
-
-import pandas as pd
-from backtestingfx 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(0.1)
-
-
-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(stats)