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main.py
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/
main.py
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"""Main module for running the backtester."""
from backtester.data_handler import DataHandler
from backtester.backtester import Backtester
from backtester.strategies import Strategy
def main():
"""Example usage of the backtester."""
symbol = "AAPL"
start_date = "2023-01-01"
end_date = "2023-12-31"
data = DataHandler(
symbol=symbol, start_date=start_date, end_date=end_date
).load_data()
# Define your strategy, indicators, and signal logic here
strategy = Strategy(
indicators={
"sma_20": lambda row: row["close"].rolling(window=20).mean(),
"sma_60": lambda row: row["close"].rolling(window=60).mean(),
},
signal_logic=lambda row: 1 if row["sma_20"] > row["sma_60"] else -1,
)
data = strategy.generate_signals(data)
backtester = Backtester()
backtester.backtest(data)
backtester.calculate_performance()
if __name__ == "__main__":
main()