add : example sample 2

Author: alm0ra

examples/sample2/README.md

@@ -0,0 +1,20 @@
+# sample 2
+
+## EMA Cross Strategy 
+
+first you can run signal generator 
+it will generate a out out data set call `final_dataset.csv`
+
+```bash
+python signal_generator.py
+```
+
+`Notice: you may need to install TA-LIB library`
+
+## backtest generated signals
+
+```bash
+python main.py
+```
+
+and result will save in `result` directory

examples/sample2/__init__.py

@@ -0,0 +1,18 @@
+from signal_backtester import SignalBacktester
+
+
+
+dataset_address = "./final_dataset.csv"
+
+backtest = SignalBacktester(dataset=dataset_address,
+                            strategy='two_side_sl_tp_reversed',
+                            cash=1000,
+                            commission=0.0005,
+                            percent_of_portfolio=99,
+                            stop_loss=1,
+                            take_profit=10,
+                            trailing_stop=3,
+                            output_path='./result'     # path of result files
+                            )
+
+backtest.run()

examples/sample2/data.csv

@@ -0,0 +1,34 @@
+import talib # notice you can install talib manually
+import pandas as pd
+
+def cross_EMA_signals(df, fast_period, slow_period):
+    """_summary_
+
+    Args:
+        df (_type_): _description_
+        fast_period (_type_): _description_
+        slow_period (_type_): _description_
+    """
+    signal = [0] * len(df)
+    
+    df['fast'] = talib.EMA(df.Close, timeperiod=fast_period)
+    df['slow'] = talib.EMA(df.Close, timeperiod=slow_period)
+    for idx in range(len(df)):
+        if idx > slow_period:
+            
+            if df.iloc[idx - 1].fast < df.iloc[idx - 1].slow and df.iloc[idx].fast > df.iloc[idx].slow:
+                # buy signal
+                signal[idx] = 2
+                
+            if df.iloc[idx - 1].fast > df.iloc[idx - 1].slow and df.iloc[idx].fast < df.iloc[idx].slow:
+                # sell signal
+                signal[idx] = 1
+    
+    df['signal'] = signal
+    df.to_csv('./final_dataset.csv')
+
+
+df = pd.read_csv('./data.csv')
+
+if __name__ == "__main__":
+    cross_EMA_signals(df, 15, 30)