
    	io                        S SK rS SKJr  S SKr\" \5      R                  5       R                  S   r\S-  r	\
" \	5      \R                  ;  a!  \R                  R                  \
" \	5      5        S SKJr  S r\S:X  a  \" 5         gg)    N)Path   src)get_model_ready_spot_lag_v3c                  l   [        5       R                  5       n SnU S   R                  U* 5      U S'   U S   R                  U5      R	                  5       R                  U* 5      U S'   U S   R                  U5      R                  5       R                  U* 5      U S'   SnSn/ nSnU R                  5        H  u  pgUS	   nUS:w  an  X:w  ai  US   n	US
:X  a%  US   U	-
  U	-  U* :  n
US   U	-  S
-
  nU
(       a  U* nO$US   U	-
  U	-  U:  n
US   U	-  S
-
  * nU
(       a  U* nX-  nUR                  U5        UnM     [        R                  " U5      n[        S[        U5      5        [        SUR                  5       5        [        SUS:  R                  5       5        [        SUR                  5       5        g )N   closefuture_close
future_min
future_maxg{Gzd?g-C6?r   signal_direction_v3   z
Trades:zAverage return:z	Win rate:zTotal return:)r   copyshiftrollingminmaxiterrowsappendpdSeriesprintlenmeansum)dfhorizonstopspread_costtradesprev_signalirowsignalentrystop_hitrets               OC:\Users\paul_\OneDrive\fx_macro_intraday\src\research\clustered_backtest_v3.pyrun_backtestr)      s   	$	&	+	+	-BGG**G84B~'{**73779??IB|'{**73779??IB|DKFK++-*+Q;60LE{-5>$F.)E1A5%C  -5>EN+e3a78%CCMM#9  < YYvF	+s6{#	
V[[]+	+
((*+	/6::<(    __main__)pandasr   pathlibr   sys__file__resolveparents	BASE_PATHSRC_PATHstrpathr   features.spot_lag_v3r   r)   __name__ r*   r(   <module>r9      sv      
N""$,,Q/	ux= HHOOCM" <4)n zN r*   