43 lines
1.1 KiB
Python
43 lines
1.1 KiB
Python
from abc import ABC, abstractmethod
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from typing import Generator, override
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from historical_data.historical_data import historical_data_tradingview_csv
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from internal_types.types import OHLC, BidAsk, Instrument
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class TradingGateway(ABC):
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@abstractmethod
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def next_bid_ask(self) -> Generator[BidAsk, None, None]:
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pass
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@abstractmethod
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def next_ohlc(self) -> Generator[OHLC, None, None]:
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pass
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@abstractmethod
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def submit_order(self) -> None:
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# todo: submit_order -> async submit_order with callback
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pass
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class BacktestGateway(TradingGateway):
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def __init__(self, csv: str, instr: Instrument, t0: str, t1: str):
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self.instr = instr
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self.historical_data = historical_data_tradingview_csv(csv, instr, t0, t1)
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@override
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def next_bid_ask(self) -> Generator[BidAsk, None, None]:
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assert False, 'not available for backtesting'
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@override
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def next_ohlc(self) -> Generator[OHLC, None, None]:
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for ohlc in self.historical_data:
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yield ohlc
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@override
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def submit_order(self) -> None:
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# todo: submit_order -> async submit_order with callback
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assert False, 'todo'
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