(feat) add base class to create strategies and use graphs to show them

quants_lab/strategy/directional_strategy_base.py

@@ -0,0 +1,31 @@
+from datetime import datetime
+from typing import Optional
+
+
+class DirectionalStrategyBase:
+
+    def get_data(self, start: Optional[str] = None, end: Optional[str] = None):
+        df = self.get_raw_data()
+        return self.filter_df_by_time(df, start, end)
+
+    def get_raw_data(self):
+        raise NotImplemented
+
+    def add_indicators(self, df):
+        raise NotImplemented
+
+    def add_signals(self, df):
+        raise NotImplemented
+
+    @staticmethod
+    def filter_df_by_time(df, start: Optional[str] = None, end: Optional[str] = None):
+        timeframe_conditions = []
+        if start is not None:
+            timeframe_conditions.append(df["timestamp"] >= datetime.strptime(start, "%Y-%m-%d"))
+        if end is not None:
+            timeframe_conditions.append(df["timestamp"] <= datetime.strptime(end, "%Y-%m-%d"))
+        if len(timeframe_conditions) > 0:
+            df = df.loc[timeframe_conditions[0] & timeframe_conditions[1]]
+        else:
+            df = df.copy()
+        return df