Update backtest_engine.py

backtest_engine.py

@@ -1,23 +1,29 @@
 import pandas as pd
 
-def backtest(df):
+
+def backtest_strategy(df):
 
     wins = 0
     trades = 0
 
-    for i in range(60, len(df)-1):
+    for i in range(200, len(df) - 1):
+
+        ma20 = df["Close"].rolling(20).mean().iloc[i]
 
-        today = df.iloc[i]
-        tomorrow = df.iloc[i+1]
+        price_today = df["Close"].iloc[i]
 
-        if today["Close"] > df["Close"].rolling(20).mean().iloc[i]:
+        price_next = df["Close"].iloc[i + 1]
+
+        if price_today > ma20:
 
             trades += 1
 
-            if tomorrow["Close"] > today["Close"]:
+            if price_next > price_today:
                 wins += 1
 
     if trades == 0:
         return 0
 
-    return round((wins/trades)*100,2)
+    winrate = (wins / trades) * 100
+
+    return round(winrate, 2)