Add base backtest filter class

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]