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(feat) add todos to directional strategy base

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cardosofede
2023-07-21 13:07:10 +02:00
parent 67ad71cb54
commit 1e9edb1d79
1 changed files with 3 additions and 1 deletions
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4
quants_lab/strategy/directional_strategy_base.py
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@@ -10,6 +10,9 @@ ConfigType = TypeVar("ConfigType", bound=BaseModel)
class DirectionalStrategyBase(Generic[ConfigType]):
# TODO:
# * Add a data structure to request candles from CSV files as part of the config
# * Evaluate to move the get data outside the backtesting to optimize the performance.
def __init__(self, config: ConfigType):
self.config = config
@@ -62,7 +65,6 @@ class DirectionalStrategyBase(Generic[ConfigType]):
std_span, order_amount=100, leverage=20, initial_portfolio=1000,
taker_fee=0.0003, maker_fee=0.00012,
start: Optional[str] = None, end: Optional[str] = None):
# TODO: Evaluate to move the get data outside the backtesting to optimize the performance.
df = self.get_data(start=start, end=end)
df = self.preprocessing(df)
df = self.predict(df)