diff --git a/quants_lab/strategy/directional_strategy_base.py b/quants_lab/strategy/directional_strategy_base.py index cb623d8..224e5dc 100644 --- a/quants_lab/strategy/directional_strategy_base.py +++ b/quants_lab/strategy/directional_strategy_base.py @@ -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)