begin infrastructure for automated backtesting, allowing for viewing details about the trial after

1 files changed, 33 insertions, 0 deletions

diff --git a/algo.py b/algo.py
new file mode 100644
index 0000000..148d262
--- /dev/null
+++ b/algo.py
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+from abc import ABC, abstractmethod
+
+class Algo(ABC):
+    """
+    Function that takes in data nad determined whether to buy, sell, or hold
+    current position is a float that represents the ratio from liquid to shares that you own
+        i.e. 1.0 is $0 cash, all shares, 0.0 is max cash, 0 shares
+    """
+    @abstractmethod
+    def detemine_signal(self, timestamps, prices, current_position):
+        pass # to implement per algo
+
+    """
+    Function that returns an array of go.X plots to merge into graph foir analysis
+    """
+    @abstractmethod
+    def export_graph(self, graph_data):
+        pass # to implement per algo
+
+    @property
+    def name(self):
+        pass 
+
+    @property
+    def graph_data(self):
+        pass 
+
+    # """
+    # Function that takes in data and returns a buy, sell, or hold singal per interval
+    # """
+    # @abstractmethod
+    # def backtest_algo(self):
+    #     pass
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