Source code for Components.Backtester

import logging
from datetime import datetime
from typing import Optional

from tradingbot.Components.Broker.Broker import Broker
from tradingbot.Interfaces.Market import Market
from tradingbot.Strategies.Strategy import BacktestResult
from tradingbot.Strategies.StrategyFactory import StrategyImpl


class Backtester:
    """
    Provides capability to backtest markets on a defined range of time
    """

    broker: Broker
    strategy: StrategyImpl
    result: Optional[BacktestResult]

    def __init__(self, broker: Broker, strategy: StrategyImpl) -> None:
        logging.info("Backtester created")
        self.broker = broker
        self.strategy = strategy
        self.result = None

    def start(self, market: Market, start_dt: datetime, end_dt: datetime) -> None:
        """Backtest the given market within the specified range
        """
        logging.info(
            "Backtester started for market id {} from {} to {}".format(
                market.id, start_dt.date(), end_dt.date()
            )
        )
        self.result = self.strategy.backtest(market, start_dt, end_dt)

    def print_results(self) -> None:
        """Print backtest result in log file
        """
        logging.info("Backtest result:")
        logging.info(self.result)