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