build backtest

src/cmds/backtest.rs

@@ -1,16 +1,11 @@
-use std::{
-    fs,
-    process::exit
-};
 use super::Command;
 use anyhow::{Result};
 use clap::{Arg, ArgMatches, Command as ClapCommand};
 use serde_derive::{Deserialize, Serialize};
-use clickhouse::{ Client, Row};
 use async_trait::async_trait;
 use time::Date;
 use crate::green::{
-    Green, feeds, strategy,
+    Green, feeds, strategy, broker
 };
 use crate::strategy::hold::BuyAndHold;
 
@@ -43,16 +38,15 @@ impl Command for BackTestCommand {
 
 async fn backtest(symbol: &str) -> Result<()> {
     log::info!("Backtesting {}...", symbol);
-    let green = Green::new()?;
-
-    // green.add_strategy(BuyAndHold);
+    let green = Green::new()
+        .add_data_feed(feeds::yahoo::YahooFinanceData{
+            csv_file_path: "data/SPY.csv".to_string(),
+            start_date: "1993-01-29".to_string(),
+            end_date: "2024-05-17".to_string()
+        })
+        .add_strategy(BuyAndHold{})
+        .build();
 
-    // let date_feed: Box<dyn BaseData> = feeds::yahoo::YahooFinanceData{
-    //     csv_file_path: "".to_string(),
-    //     start_date: "".to_string(),
-    //     end_date: "".to_string()
-    // };
-    // green.add_data_feed();
     green.run();
     green.plot();
     Ok(())

src/green/broker/backtest.rs

@@ -0,0 +1,13 @@
+use super::Broker;
+
+pub struct BackTestBroker{
+    pub(crate) cash: f64,
+    pub(crate) net_assets: f64,
+}
+
+impl Broker for BackTestBroker {
+    fn set_cash(&mut self, cash: f64) {
+        self.cash = cash
+    }
+
+}

src/green/broker/mod.rs

@@ -1,4 +1,7 @@
-pub trait Broker{}
+pub trait Broker{
+    fn set_cash(&mut self, cash: f64);
+}
 
 pub mod paper;
-pub mod live;
+pub mod live;
+pub mod backtest;

src/green/mod.rs

@@ -4,29 +4,38 @@ pub mod broker;
 mod analyzer;
 mod visualization;
 
+use std::default::Default;
 use crate::err::Error;
 use crate::green::{
     feeds::BaseData,
     strategy::Strategy,
     broker::Broker,
+    broker::backtest::BackTestBroker,
     analyzer::Analyzer
 };
+use crate::green::feeds::yahoo::YahooFinanceData;
+use crate::strategy::hold::BuyAndHold;
+
 
 pub struct Green {
-    data: String,
+    data: Box<YahooFinanceData>,
+    strategy: BuyAndHold,
+}
+
+pub struct GreenBuilder {
+    data: Box<YahooFinanceData>,
+    strategy: BuyAndHold,
 }
 
 impl Green {
-    pub fn new() -> anyhow::Result<Self> {
-        Ok(Green{
-            data: "foobar".to_string(),
-        })
+    pub fn new() -> GreenBuilder {
+        GreenBuilder{
+            ..Default::default()
+        }
+    }
+    pub fn run(&self) {
+        log::info!("running...")
     }
-    pub fn add_data_feed(&self, data: Box<dyn BaseData>){}
-    pub fn add_broker(&self,broker: Box<dyn Broker>){}
-    pub fn add_strategy(&self, strategy: Box<dyn Strategy>){}
-    pub fn add_analyzer(&self, analyzer: Box<dyn Analyzer>){}
-    pub fn run(&self) {}
     pub fn plot(&self) {
         log::info!("Ploting...");
 
@@ -38,4 +47,28 @@ impl Green {
             Box::new(|cc| Box::new(visualization::candle::App::default())),
         ).expect("Plotting error");
     }
+}
+
+
+impl GreenBuilder{
+    pub fn add_data_feed(&mut self, data: YahooFinanceData) -> &mut GreenBuilder{
+        self.data = Box::from(data);
+        self
+    }
+    // pub fn add_broker(&mut self,broker: BackTestBroker) -> &mut GreenBuilder {
+    //     self.broker = broker;
+    // }
+    pub fn add_strategy(&mut self, strategy: BuyAndHold) -> &mut GreenBuilder{
+        self.strategy = strategy;
+        self
+    }
+    pub fn add_analyzer(&self, analyzer: Box<dyn Analyzer>) -> &GreenBuilder {
+        self
+    }
+    pub fn build(self) -> Green {
+        Green{
+            data: self.data,
+            strategy: self.strategy,
+        }
+    }
 }