From e2bf43ef8e47718980d4c1923ce8c9d73aa7083d Mon Sep 17 00:00:00 2001
From: QuentinN42 <quentin@lieumont.fr>
Date: Fri, 28 Jan 2022 00:25:21 +0100
Subject: [PATCH] feat: indicators aggregation

---
 auto_trading/interfaces.py        |  4 +++-
 tests/interfaces/test_strategy.py | 19 +++++++++++++++++++
 2 files changed, 22 insertions(+), 1 deletion(-)
 create mode 100644 tests/interfaces/test_strategy.py

diff --git a/auto_trading/interfaces.py b/auto_trading/interfaces.py
index d5925cd..b893b71 100644
--- a/auto_trading/interfaces.py
+++ b/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
diff --git a/tests/interfaces/test_strategy.py b/tests/interfaces/test_strategy.py
new file mode 100644
index 0000000..cde18e4
--- /dev/null
+++ b/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)