38 lines
1.0 KiB
Python
38 lines
1.0 KiB
Python
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import pandas as pd
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from database.backtest import insert
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backtest_data = {
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'Date': ['2024-01-08'],
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'Symbol': ['SPX'],
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'Strategy': ['Iron Condor @ Market Open'],
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'Entry Time': [pd.Timestamp('2024-01-08 09:30:00')],
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'Exit Time': [pd.Timestamp('2024-01-08 16:00:00')],
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'Spreads': [
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[
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{
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'Legs': [
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{'Action': 'BUY', 'Strike': 150, 'Type': 'CALL'},
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{'Action': 'SELL', 'Strike': 155, 'Type': 'CALL'}
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],
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'Open': 1.5,
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'High': 2.0,
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'Low': 1.0,
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'Close': 1.8
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},
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{
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'Legs': [
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{'Action': 'SELL', 'Strike': 160, 'Type': 'PUT'},
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{'Action': 'BUY', 'Strike': 155, 'Type': 'PUT'}
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],
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'Open': 2.5,
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'High': 3.0,
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'Low': 2.0,
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'Close': 2.8
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}
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]
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],
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'Profit': [100.00]
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}
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insert(pd.DataFrame(backtest_data))
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