backtest_engine.py

import pandas as pd
import ta


def backtest_strategy(df):

    if len(df) < 60:
        return 0

    df = df.copy()

    close = df["Close"].squeeze()

    rsi = ta.momentum.RSIIndicator(close).rsi()

    ma20 = close.rolling(20).mean()
    ma50 = close.rolling(50).mean()

    wins = 0
    trades = 0

    for i in range(50, len(df) - 1):

        rsi_val = rsi.iloc[i]
        ma20_val = ma20.iloc[i]
        ma50_val = ma50.iloc[i]

        price_today = close.iloc[i]
        price_next = close.iloc[i + 1]

        signal = False

        # RSI oversold bounce
        if rsi_val < 35:
            signal = True

        # MA bullish crossover
        if ma20_val > ma50_val:
            signal = True

        if signal:

            trades += 1

            if price_next > price_today:
                wins += 1

    if trades == 0:
        return 0

    winrate = (wins / trades) * 100

    return round(winrate, 2)