Create backtest_engine.py

backtest_engine.py

@@ -0,0 +1,23 @@
+import pandas as pd
+
+def backtest(df):
+
+    wins = 0
+    trades = 0
+
+    for i in range(60, len(df)-1):
+
+        today = df.iloc[i]
+        tomorrow = df.iloc[i+1]
+
+        if today["Close"] > df["Close"].rolling(20).mean().iloc[i]:
+
+            trades += 1
+
+            if tomorrow["Close"] > today["Close"]:
+                wins += 1
+
+    if trades == 0:
+        return 0
+
+    return round((wins/trades)*100,2)