From dd771a07c189ef41b6a37b83a077cc023578af40 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Tue, 9 Jan 2024 11:39:40 -0800
Subject: [PATCH] Add logic for inserting data into the backtest results table
 and example usage

---
 database/backtest/__init__.py      |  1 +
 database/backtest/insert.py        | 17 +++++++++++++
 insert_backtest_results_example.py | 38 ++++++++++++++++++++++++++++++
 3 files changed, 56 insertions(+)
 create mode 100644 database/backtest/__init__.py
 create mode 100644 database/backtest/insert.py
 create mode 100644 insert_backtest_results_example.py

diff --git a/database/backtest/__init__.py b/database/backtest/__init__.py
new file mode 100644
index 0000000..b6af71d
--- /dev/null
+++ b/database/backtest/__init__.py
@@ -0,0 +1 @@
+from .insert import insert
\ No newline at end of file
diff --git a/database/backtest/insert.py b/database/backtest/insert.py
new file mode 100644
index 0000000..665c3b7
--- /dev/null
+++ b/database/backtest/insert.py
@@ -0,0 +1,17 @@
+import json
+import pandas as pd
+
+from dotenv import load_dotenv
+from os import getenv
+from sqlalchemy import create_engine
+
+load_dotenv()
+
+def insert(backtest_data: pd.DataFrame):
+    backtest_data['Spreads'] = backtest_data['Spreads'].apply(lambda x: json.dumps(x) if isinstance(x, list) else x)
+    database_url = (
+        f"postgresql+psycopg2://{getenv('DATABASE_USER')}:{getenv('DATABASE_PASSWORD')}"
+        f"@{getenv('DATABASE_HOST')}:{getenv('DATABASE_PORT')}/{getenv('DATABASE_NAME')}"
+    )
+    engine = create_engine(database_url)
+    backtest_data.to_sql('Backtest', engine, if_exists='append', index=False, method='multi')
\ No newline at end of file
diff --git a/insert_backtest_results_example.py b/insert_backtest_results_example.py
new file mode 100644
index 0000000..3385969
--- /dev/null
+++ b/insert_backtest_results_example.py
@@ -0,0 +1,38 @@
+import pandas as pd
+
+from database.backtest import insert
+
+backtest_data = {
+    'Date': ['2024-01-08'],
+    'Symbol': ['SPX'],
+    'Strategy': ['Iron Condor @ Market Open'],
+    'Entry Time': [pd.Timestamp('2024-01-08 09:30:00')],
+    'Exit Time': [pd.Timestamp('2024-01-08 16:00:00')],
+    'Spreads': [
+        [
+            {
+                'Legs': [
+                    {'Action': 'BUY', 'Strike': 150, 'Type': 'CALL'}, 
+                    {'Action': 'SELL', 'Strike': 155, 'Type': 'CALL'}
+                ],
+                'Open': 1.5,
+                'High': 2.0,
+                'Low': 1.0,
+                'Close': 1.8
+            },
+            {
+                'Legs': [
+                    {'Action': 'SELL', 'Strike': 160, 'Type': 'PUT'}, 
+                    {'Action': 'BUY', 'Strike': 155, 'Type': 'PUT'}
+                ],
+                'Open': 2.5,
+                'High': 3.0,
+                'Low': 2.0,
+                'Close': 2.8
+            }
+        ]
+    ],
+    'Profit': [100.00]
+}
+
+insert(pd.DataFrame(backtest_data))
\ No newline at end of file