"""Utilities for loading OHLCV data for local backtesting.""" from __future__ import annotations from dataclasses import dataclass from pathlib import Path from typing import Optional import pandas as pd @dataclass class DataSlice: symbol: str timeframe: str data: pd.DataFrame def load_csv(path: Path, symbol: str, timeframe: str, start: Optional[str] = None, end: Optional[str] = None) -> DataSlice: if not path.exists(): raise FileNotFoundError(f"Missing data file: {path}") df = pd.read_csv(path, parse_dates=["timestamp"]) df = df.sort_values("timestamp").reset_index(drop=True) if start: df = df[df["timestamp"] >= pd.Timestamp(start)] if end: df = df[df["timestamp"] <= pd.Timestamp(end)] if df.empty: raise ValueError("No rows remain after applying date filters") expected_cols = {"timestamp", "open", "high", "low", "close", "volume"} missing = expected_cols.difference(df.columns) if missing: raise ValueError(f"Missing columns in {path}: {sorted(missing)}") df = df.set_index("timestamp") return DataSlice(symbol=symbol.upper(), timeframe=timeframe, data=df)