Added a Backtest class, which replaces the script in backtest.py. Also added an examples directory, to make strategy testing straightforward.

examples/mac.py

@@ -0,0 +1,29 @@
+from __future__ import print_function
+
+from qsforex.backtest.backtest import Backtest
+from qsforex.execution.execution import SimulatedExecution
+from qsforex.portfolio.portfolio import Portfolio
+from qsforex import settings
+from qsforex.strategy.strategy import TestStrategy, MovingAverageCrossStrategy
+from qsforex.data.price import HistoricCSVPriceHandler
+
+
+if __name__ == "__main__":
+    # Trade on the "Cable" - GBP/USD
+    pairs = ["GBPUSD"]
+    
+    # Create the strategy parameters for the
+    # MovingAverageCrossStrategy
+    strategy_params = {
+        "short_window": 500, 
+        "long_window": 2000
+    }
+   
+    # Create and execute the backtest
+    backtest = Backtest(
+        pairs, HistoricCSVPriceHandler, 
+        MovingAverageCrossStrategy, strategy_params, 
+        Portfolio, SimulatedExecution, 
+        equity=settings.EQUITY
+    )
+    backtest.simulate_trading()