Backtester works

backend/engine/backtester.py

@@ -0,0 +1,37 @@
+from data.model import Candle, Trade
+from strategies.base import SimpleStrategy
+
+# takes a list of Candles and a starting balance, and returns a list of Trades
+def run_backtest(candles: list[Candle], starting_balance: float) -> list[Trade]:
+    balance = starting_balance
+    trades = []
+    position = None
+    strategy = SimpleStrategy()
+
+    for i, candle in enumerate(candles):
+        # pass 'i' or the sliced history to the strategy
+        signal = strategy.check_signal(candles[:i+1])
+        # If signal and no position, open trade
+        if signal == "BUY" and position is None:
+            position = {
+                "type": "long",
+                "entry_price": candle.close,
+                "enter_time": candle.time_open
+            }
+
+        # If signal and in position, close trade
+        elif signal == "SELL" and position is not None:
+            trade = Trade(
+                enter_time=position["enter_time"],
+                enter_price=position["entry_price"],
+                direction="long",
+                exit_time=candle.time_open,
+                exit_price=candle.close,
+                pnl=candle.close - position["entry_price"]
+            )
+            trades.append(trade)
+            position = None
+
+
+
+    return trades