feat: indicators aggregation

auto_trading/interfaces.py

@@ -111,7 +111,9 @@ class Strategy(ABC):
         Returns:
             List[Order]: A list of orders to execute.
         """
-        indicators_results: DataFrame = ...
+        indicators_results = DataFrame(
+            {k: v(data) for k, v in self.indicators.items()}
+        ).T
         return self.execute(data, indicators_results, state)
 
     @abstractmethod

tests/interfaces/test_strategy.py

@@ -0,0 +1,19 @@
+from pandas import DataFrame, Series  # type: ignore
+
+from auto_trading.interfaces import Strategy
+from auto_trading.indicators.dumb import Dumb
+
+
+s1 = Series({"GOOG": 1, "GOOGL": 2})
+s2 = Series({"GOOG": 3, "GOOGL": 4})
+result = DataFrame({"GOOG": {"n1": 1, "n2": 3}, "GOOGL": {"n1": 2, "n2": 4}})
+
+
+class UselessStrategy(Strategy):
+    def execute(self, data, indicators_results: DataFrame, ptf_state):
+        assert (indicators_results == result).all().all()
+
+
+def test_indicators_agg():
+    strat = UselessStrategy({"n1": Dumb(s1), "n2": Dumb(s2)})
+    strat.run(DataFrame(), None)