_common/data/repository/BacktestRepository.py - dev - fgtmenow/tb

_common/data/repository/BacktestRepository.py
130 строк3 KB
Azarev Artem
add base bot sources
25 мар 2025, 20:11
25 мар 2025, 20:11184b0c6
import datetime

from _common.domain.enums.BacktestPeriod import BacktestPeriod


class BacktestConfig:
    """
        Backtesting config
    """
    start = None
    config_name = None

    def __init__(self):
        self.start = 0
        self.config_name = ""


class DayConfig(BacktestConfig):
    """
        Backtesting config from - 1 day
    """

    def __init__(self):
        super().__init__()
        start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=1)
        self.start = int(start.timestamp() * 1000)
        self.config_name = "day"


class ThreeDaysConfig(BacktestConfig):
    """
        Backtesting config from - 3 day
    """

    def __init__(self):
        super().__init__()
        start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=3)
        self.start = int(start.timestamp() * 1000)
        self.config_name = "3day"


class WeekConfig(BacktestConfig):
    """
        Backtesting config from - 7 days
    """

    def __init__(self):
        super().__init__()
        start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=7)
        self.start = int(start.timestamp() * 1000)
        self.config_name = "week"


class TwoWeekConfig(BacktestConfig):
    """
        Backtesting config from - 7 days
    """

    def __init__(self):
        super().__init__()
        start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=14)
        self.start = int(start.timestamp() * 1000)
        self.config_name = "2week"


class MonthConfig(BacktestConfig):
    """
        Backtesting config from - 30 days
    """

    def __init__(self):
        super().__init__()
        start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=30)
        self.start = int(start.timestamp() * 1000)
        self.config_name = "month"


class ThreeMonthConfig(BacktestConfig):
    """
        Backtesting config from - 90 days
    """

    def __init__(self):
        super().__init__()
        start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=90)
        self.start = int(start.timestamp() * 1000)
        self.config_name = "3month"


class SixMonthConfig(BacktestConfig):
    """
        Backtesting config from - 180 days
    """

    def __init__(self):
        super().__init__()
        start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=180)
        self.start = int(start.timestamp() * 1000)
        self.config_name = "6month"


class YearConfig(BacktestConfig):
    """
        Backtesting config from - 365 days
    """

    def __init__(self):
        super().__init__()
        self.start = datetime.datetime.now(datetime.timezone.utc) - datetime.timedelta(days=365)
        self.config_name = "year"


def getBacktestPeriodConfig(period: BacktestPeriod) -> BacktestConfig.__bases__:
    match period:
        case BacktestPeriod.DAY:
            return DayConfig()
        case BacktestPeriod.THREE_DAY:
            return ThreeDaysConfig()
        case BacktestPeriod.WEEK:
            return WeekConfig()
        case BacktestPeriod.TWO_WEEK:
            return TwoWeekConfig()
        case BacktestPeriod.MONTH:
            return MonthConfig()
        case BacktestPeriod.THREE_MONTH:
            return ThreeMonthConfig()
        case BacktestPeriod.SIX_MONTH:
            return SixMonthConfig()
        case BacktestPeriod.YEAR:
            return YearConfig()