update backterst

config.toml

@@ -1,6 +1,6 @@
 [config]
 broker = "Basetest"
-symbol = "TLT"
+symbol = "MSFT"
 time = "Default"
 strategy = "Test"
 cash = 100_000

src/cmds/mod.rs

@@ -63,11 +63,11 @@ impl Golden for BackTestGolden {
             let order = self.strategy.next(&bar);
             let cash = self.broker.cash.last().unwrap();
             let position = self.broker.position.last().unwrap();
-            log::info!("Cash: {:?}, Position: {:?}", cash, position);
+            log::info!("{}: Cash: {:?}, Position: {:?}", bar.date, cash, position);
             match order.action {
                 Action::Buy => {
                     log::info!("Buy: {:?}", order);
-                    if *cash < 0.0 {
+                    if *cash <= 0.0 {
                         log::error!("cash is smaller than 0. Cannot buy");
                         self.broker.cash.push(*cash);
                         self.broker.position.push(*position);
@@ -80,7 +80,7 @@ impl Golden for BackTestGolden {
                 }
                 Action::Sell => {
                     log::info!("Sell: {:?}", order);
-                    if *position < 0.0 {
+                    if *position <= 0.0 {
                         log::error!("position is smaller than 0. Cannot sell");
                         self.broker.cash.push(*cash);
                         self.broker.position.push(*position);

src/feeds/csv/fetch.rs

@@ -16,7 +16,7 @@ pub fn get_bar_from_csv(symbol: &str) -> Result<Vec<Bar>> {
         .map(|line| {
         let record = line?;
         Ok(Bar {
-            date: OffsetDateTime::now_utc(),
+            date: record.date,
             open: record.open,
             high: record.high,
             low: record.low,

src/feeds/mod.rs

@@ -6,7 +6,7 @@ pub trait BaseData{}
 
 #[derive(Clone, Debug)]
 pub struct Bar {
-    pub date: OffsetDateTime,
+    pub date: String,
     pub open: f64,
     pub high: f64,
     pub low: f64,