Gahow Wang
42218741d4
Backtesting engine supporting 11 strategies across US (S&P 500) and CN (CSI 300) markets with open-to-close execution, proportional + fixed per-trade fees. Daily trader (trader.py) with auto/morning/evening/simulate/status commands and cron-friendly `auto` mode for unattended daily runs on a server. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
18 lines
482 B
Python
18 lines
482 B
Python
from abc import ABC, abstractmethod
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class Strategy(ABC):
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"""
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Abstract base class for all strategies.
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"""
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@abstractmethod
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def generate_signals(self, data):
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"""
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Generates trading signals for each stock.
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:param data: A pandas DataFrame of historical price data.
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:return: A pandas Series with the same index as the input data,
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containing the trading signals (e.g., 'buy', 'hold', 'sell').
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"""
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pass
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