Backtester works

backend/strategies/base.py

@@ -0,0 +1,21 @@
+class SimpleStrategy:
+    def __init__(self, fast_period=10, slow_period=20):
+        self.fast_period = fast_period
+        self.slow_period = slow_period
+
+    def check_signal(self, history):
+        if len(history) < self.slow_period + 1:
+            return None
+
+        fast_now = sum(c.close for c in history[-self.fast_period:]) / self.fast_period
+        slow_now = sum(c.close for c in history[-self.slow_period:]) / self.slow_period
+
+        fast_prev = sum(c.close for c in history[-self.fast_period-1:-1]) / self.fast_period
+        slow_prev = sum(c.close for c in history[-self.slow_period-1:-1]) / self.slow_period
+
+        if fast_prev <= slow_prev and fast_now > slow_now:
+            return "BUY"
+        elif fast_prev >= slow_prev and fast_now < slow_now:
+            return "SELL"
+
+        return None