From b3adadb7a06aa49df9d461afb8af041b76ab4b76 Mon Sep 17 00:00:00 2001
From: Kyle Widmann <kyle.widmann@gmail.com>
Date: Thu, 13 Feb 2025 21:03:11 -0500
Subject: [PATCH 1/2] Adding support to preload candles for indicators

---
 poetry.lock               |  2 +-
 pytradebacktest/broker.py |  5 +++++
 pytradebacktest/data.py   | 17 +++++++++++++++--
 tests/unit/test_data.py   | 28 ++++++++++++++++++++++++++--
 4 files changed, 47 insertions(+), 5 deletions(-)

diff --git a/poetry.lock b/poetry.lock
index 5f5dc14..e5ca030 100644
--- a/poetry.lock
+++ b/poetry.lock
@@ -1078,7 +1078,7 @@ pytest = "^8.1.1"
 type = "git"
 url = "https://github.com/kylewidmann/PyTrade/"
 reference = "v1.0.0"
-resolved_reference = "2acf943b674cb414af3fa3fa8b0719ad6569ed69"
+resolved_reference = "f54c77cb167295b88aab51227bcc099c6ae7344d"
 
 [[package]]
 name = "pytz"
diff --git a/pytradebacktest/broker.py b/pytradebacktest/broker.py
index 2e4f9b3..09683bf 100644
--- a/pytradebacktest/broker.py
+++ b/pytradebacktest/broker.py
@@ -65,6 +65,11 @@ def order(self, order: Order):
 
         self.orders.append(order)
 
+    def load_instrument_candles(
+        self, instrument: Instrument, granularity: Granularity, count: int
+    ):
+        self._data.load_instrument_candles(instrument, granularity, count)
+
     def subscribe(
         self, instrument: Instrument, granularity: Granularity
     ) -> IInstrumentData:
diff --git a/pytradebacktest/data.py b/pytradebacktest/data.py
index 279d98f..3093545 100644
--- a/pytradebacktest/data.py
+++ b/pytradebacktest/data.py
@@ -117,6 +117,8 @@ def load(self) -> list[InstrumentData]:
 
 class MarketData(IDataContext):
 
+    _index: pd.Timestamp
+
     def __init__(self, loader: MarketDataLoader):
         self._sources = loader.load()
         self._init_index()
@@ -132,9 +134,17 @@ def universe(self):
         return self._sources
 
     @property
-    def index(self):
+    def index(self) -> pd.Timestamp:
         return self._index
 
+    def load_instrument_candles(
+        self, instrument: Instrument, granularity: Granularity, count: int
+    ):
+        _data = self.get(instrument, granularity)
+        _instrument_timestamp: pd.Timestamp = _data.df.index[count]
+        if _instrument_timestamp > self._index:
+            self._index = _instrument_timestamp
+
     @property
     def i(self) -> int:
         return self._market_index.get_loc(self._index)
@@ -163,7 +173,10 @@ def next(self):
 
     def __next(self):
 
-        for idx in self._market_index:
+        # Slice index incase some candles were loaded prior to starting
+        # the test run
+        _index = self._market_index[self.i :]
+        for idx in _index:
             self._index = idx
             for source in self._sources:
                 source.index = idx
diff --git a/tests/unit/test_data.py b/tests/unit/test_data.py
index 317701a..c80fd63 100644
--- a/tests/unit/test_data.py
+++ b/tests/unit/test_data.py
@@ -1,4 +1,6 @@
-from datetime import datetime
+from datetime import datetime, timezone
+
+from pytrade.instruments import FxInstrument, Granularity
 
 from pytradebacktest.data import MarketData
 
@@ -11,7 +13,7 @@ def test_load_market_data(test_fx_universe):
 def test_init_index(test_fx_universe):
     data: MarketData = test_fx_universe
 
-    assert data._index == datetime(2024, 5, 1)
+    assert data.index == datetime(2024, 5, 1, tzinfo=timezone.utc)
 
 
 def test_fx_length(test_fx_universe):
@@ -20,3 +22,25 @@ def test_fx_length(test_fx_universe):
 
 def test_stock_length(test_stock_universe):
     assert len(test_stock_universe) == 2148
+
+
+def test_preload_candles(test_fx_universe):
+    data: MarketData = test_fx_universe
+
+    assert data.i == 0
+    assert data.index == datetime(2024, 5, 1, tzinfo=timezone.utc)
+
+    data.load_instrument_candles(FxInstrument.EURUSD, Granularity.M1, 5)
+
+    assert data.i == 5
+    assert data.index == datetime(2024, 5, 1, 0, 5, tzinfo=timezone.utc)
+
+    data.load_instrument_candles(FxInstrument.EURUSD, Granularity.M1, 10)
+
+    assert data.i == 10
+    assert data.index == datetime(2024, 5, 1, 0, 10, tzinfo=timezone.utc)
+
+    data.load_instrument_candles(FxInstrument.EURUSD, Granularity.M1, 7)
+
+    assert data.i == 10
+    assert data.index == datetime(2024, 5, 1, 0, 10, tzinfo=timezone.utc)

From 1493dce740c1ff76dbf50bb9b5a5c61714473fee Mon Sep 17 00:00:00 2001
From: Kyle Widmann <kyle.widmann@gmail.com>
Date: Thu, 13 Feb 2025 21:24:57 -0500
Subject: [PATCH 2/2] Bump pytrade

---
 poetry.lock | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/poetry.lock b/poetry.lock
index e5ca030..46272ea 100644
--- a/poetry.lock
+++ b/poetry.lock
@@ -1078,7 +1078,7 @@ pytest = "^8.1.1"
 type = "git"
 url = "https://github.com/kylewidmann/PyTrade/"
 reference = "v1.0.0"
-resolved_reference = "f54c77cb167295b88aab51227bcc099c6ae7344d"
+resolved_reference = "7f1f4fd4879791b73048b31d081cbcf673a95ca2"
 
 [[package]]
 name = "pytz"