update gitignore

.gitignore

@@ -125,6 +125,7 @@ celerybeat.pid
 .env
 .venv
 env/
+backtesting/**
 venv/
 backtest/
 ENV/

notebooks/backtesting.ipynb

@@ -0,0 +1,104 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "c:\\Users\\user\\Downloads\\ten_academy\\week9\\Scalable_Backtesting_Infrastructure_for_Crypto_Trading\\backtest\\lib\\site-packages\\backtesting\\test\\__init__.py:8: FutureWarning: The argument 'infer_datetime_format' is deprecated and will be removed in a future version. A strict version of it is now the default, see https://pandas.pydata.org/pdeps/0004-consistent-to-datetime-parsing.html. You can safely remove this argument.\n",
+      "  return pd.read_csv(join(dirname(__file__), filename),\n",
+      "c:\\Users\\user\\Downloads\\ten_academy\\week9\\Scalable_Backtesting_Infrastructure_for_Crypto_Trading\\backtest\\lib\\site-packages\\backtesting\\test\\__init__.py:8: FutureWarning: The argument 'infer_datetime_format' is deprecated and will be removed in a future version. A strict version of it is now the default, see https://pandas.pydata.org/pdeps/0004-consistent-to-datetime-parsing.html. You can safely remove this argument.\n",
+      "  return pd.read_csv(join(dirname(__file__), filename),\n"
+     ]
+    }
+   ],
+   "source": [
+    "import datetime\n",
+    "import pandas_ta as ta\n",
+    "import pandas as pd\n",
+    "\n",
+    "from backtesting import Backtest\n",
+    "from backtesting import Strategy\n",
+    "from backtesting.lib import crossover\n",
+    "from backtesting.test import GOOG\n",
+    "\n",
+    "class RsiOscillator(Strategy):\n",
+    "\n",
+    "    upper_bound = 70\n",
+    "    lower_bound = 30\n",
+    "    rsi_window = 14\n",
+    "\n",
+    "    # Do as much initial computation as possible\n",
+    "    def init(self):\n",
+    "        self.rsi = self.I(ta.rsi, pd.Series(self.data.Close), self.rsi_window)\n",
+    "\n",
+    "    # Step through bars one by one\n",
+    "    # Note that multiple buys are a thing here\n",
+    "    def next(self):\n",
+    "        if crossover(self.rsi, self.upper_bound):\n",
+    "            self.position.close()\n",
+    "        elif crossover(self.lower_bound, self.rsi):\n",
+    "            self.buy()\n",
+    "\n",
+    "bt = Backtest(GOOG, RsiOscillator, cash=10_000, commission=.002)\n",
+    "stats = bt.run()\n",
+    "bt.plot()\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "              Open    High     Low   Close    Volume\n",
+      "2004-08-19  100.00  104.06   95.96  100.34  22351900\n",
+      "2004-08-20  101.01  109.08  100.50  108.31  11428600\n",
+      "2004-08-23  110.75  113.48  109.05  109.40   9137200\n",
+      "2004-08-24  111.24  111.60  103.57  104.87   7631300\n",
+      "2004-08-25  104.96  108.00  103.88  106.00   4598900\n",
+      "...            ...     ...     ...     ...       ...\n",
+      "2013-02-25  802.30  808.41  790.49  790.77   2303900\n",
+      "2013-02-26  795.00  795.95  784.40  790.13   2202500\n",
+      "2013-02-27  794.80  804.75  791.11  799.78   2026100\n",
+      "2013-02-28  801.10  806.99  801.03  801.20   2265800\n",
+      "2013-03-01  797.80  807.14  796.15  806.19   2175400\n",
+      "\n",
+      "[2148 rows x 5 columns]\n"
+     ]
+    }
+   ],
+   "source": [
+    "print(GOOG)"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "backtest",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.0"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}