Update backtest_engine.py

backtest_engine.py

@@ -1,20 +1,44 @@
 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(200, len(df) - 1):
+    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]
 
-        ma20 = df["Close"].rolling(20).mean().iloc[i]
+        signal = False
 
-        price_today = df["Close"].iloc[i]
+        # RSI oversold bounce
+        if rsi_val < 35:
+            signal = True
 
-        price_next = df["Close"].iloc[i + 1]
+        # MA bullish crossover
+        if ma20_val > ma50_val:
+            signal = True
 
-        if price_today > ma20:
+        if signal:
 
             trades += 1