feat: backtest

auto_trading/broker/backtest.py

@@ -0,0 +1,22 @@
+import pandas as pd
+
+from ..interfaces import Broker
+
+
+class Backtest(Broker):
+    """
+    Backtest Broker
+    """
+    
+    def __init__(self, f_name: str) -> None:
+        """Read the csv file and store it into a dataframe"""
+        self.data = pd.read_csv(f_name)
+        self.curcor = -1
+    
+    def __bool__(self):
+        return self.curcor < len(self.data)
+    
+    def next(self):
+        """Return the next row of the dataframe"""
+        self.curcor += 1
+        return self.data.iloc[:self.curcor]

auto_trading/interfaces.py

@@ -3,6 +3,8 @@
 """
 from abc import ABC, abstractmethod
 
+import pandas as pd
+
 
 class Portfolio(ABC):
     """How may of each money do I have ?"""
@@ -40,7 +42,7 @@ class Broker(ABC):
         """Return True if the broker has data to retrive"""
 
     @abstractmethod
-    def next(self) -> dict:
+    def next(self) -> pd.DataFrame:
         """Return the next data to process"""
 
 
@@ -48,5 +50,5 @@ class Predictor(ABC):
     """What is the future ?"""
 
     @abstractmethod
-    def predict(self, data: dict) -> dict:
+    def predict(self, data: pd.DataFrame) -> dict:
         """Return the prediction"""