From e688c3150fddd391124e8e3861f844af22014b59 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Tue, 6 Feb 2024 07:27:45 -0800
Subject: [PATCH] Add base backtest filter class

---
 backtesting/filter/backtest_filter.py | 13 +++++++++++++
 1 file changed, 13 insertions(+)
 create mode 100644 backtesting/filter/backtest_filter.py

diff --git a/backtesting/filter/backtest_filter.py b/backtesting/filter/backtest_filter.py
new file mode 100644
index 0000000..15fc9eb
--- /dev/null
+++ b/backtesting/filter/backtest_filter.py
@@ -0,0 +1,13 @@
+from datetime import datetime
+from pandas import DataFrame
+
+class BacktestFilter:
+
+    backtest_filter: DataFrame = None
+
+    def filter(self) -> DataFrame:
+        pass
+
+    def trade_allowed(self, date: datetime) -> bool:
+        filtered_dates = self.backtest_filter[self.backtest_filter['Date'] == date]
+        return filtered_dates.empty or filtered_dates['Trade Allowed'].values[0]
\ No newline at end of file