backtestingfx 0.1.0__tar.gz → 0.1.1__tar.gz

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/.gitignore

@@ -1,5 +1,6 @@
 /target
 Cargo.lock
+*.so
 ### My claude md file
 CLAUDE.md
 data/

backtestingfx-0.1.1/CHANGELOG.md

@@ -0,0 +1,30 @@
+# Changelog
+
+## [0.1.1] - 2026-07-05
+
+### Added
+- `self.data`, `self.index`, `self.cash`, `self.equity` properties on Strategy
+- Sharpe ratio in Stats output (unannualized)
+- `__repr__` on Position — readable output when printing positions
+- DataFrame column validation with clear error message
+
+### Fixed
+- Trade PnL in history now stores net PnL (after exit commission) — per-trade stats were slightly optimistic
+- `Position` pyclass uses `from_py_object` to fix PyO3 deprecation warning
+- Removed dead `AttributeError` swallow in engine.rs
+
+### Examples
+- Added `examples/sma_cross.py` — SMA 10/50 crossover on EURUSD hourly data
+- Added `examples/compare_bt.py` — side-by-side comparison against backtesting.py
+
+## [0.1.0] - 2026-06-21
+
+### Added
+- Event-driven backtesting engine on OHLCV bar data
+- Simulated broker with buy, sell, close_all, close_position
+- Per-position stop loss and take profit
+- Realistic FX lot sizing (0.01 / 0.10 / 1.00) with contract_size and quote_to_account conversion
+- Full trade history with PnL per trade
+- Stats: return, win rate, avg PnL, best/worst trade, profit factor, max drawdown
+- Python API — inherit Strategy, run Backtest
+- PyO3 Rust extension with Python wrapper

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/Cargo.lock

@@ -19,9 +19,10 @@ checksum = "f2032f911046de80f0a198e0901378627c33f59ea0ac00e363d481118bd70a53"
 
 [[package]]
 name = "backtestingfx"
-version = "0.1.0"
+version = "0.1.1"
 dependencies = [
  "chrono",
+ "csv",
  "pyo3",
 ]
 
@@ -66,6 +67,27 @@ version = "0.8.7"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "773648b94d0e5d620f64f280777445740e61fe701025087ec8b57f45c791888b"
 
+[[package]]
+name = "csv"
+version = "1.4.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "52cd9d68cf7efc6ddfaaee42e7288d3a99d613d4b50f76ce9827ae0c6e14f938"
+dependencies = [
+ "csv-core",
+ "itoa",
+ "ryu",
+ "serde_core",
+]
+
+[[package]]
+name = "csv-core"
+version = "0.1.13"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "704a3c26996a80471189265814dbc2c257598b96b8a7feae2d31ace646bb9782"
+dependencies = [
+ "memchr",
+]
+
 [[package]]
 name = "find-msvc-tools"
 version = "0.1.9"
@@ -126,6 +148,12 @@ dependencies = [
  "cc",
 ]
 
+[[package]]
+name = "itoa"
+version = "1.0.18"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "8f42a60cbdf9a97f5d2305f08a87dc4e09308d1276d28c869c684d7777685682"
+
 [[package]]
 name = "js-sys"
 version = "0.3.102"
@@ -149,6 +177,12 @@ version = "0.4.32"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "953f07c43838f8e6f9758cab68bf5bed85465e7587ebe0b823f1bcd81978ad3a"
 
+[[package]]
+name = "memchr"
+version = "2.8.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "88904434abc2901f197fe8cc55f0445e7ded921dba5911dad2e2b39b48e663c4"
+
 [[package]]
 name = "num-traits"
 version = "0.2.19"
@@ -258,6 +292,32 @@ version = "1.0.22"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "b39cdef0fa800fc44525c84ccb54a029961a8215f9619753635a9c0d2538d46d"
 
+[[package]]
+name = "ryu"
+version = "1.0.23"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "9774ba4a74de5f7b1c1451ed6cd5285a32eddb5cccb8cc655a4e50009e06477f"
+
+[[package]]
+name = "serde_core"
+version = "1.0.228"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "41d385c7d4ca58e59fc732af25c3983b67ac852c1a25000afe1175de458b67ad"
+dependencies = [
+ "serde_derive",
+]
+
+[[package]]
+name = "serde_derive"
+version = "1.0.228"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "d540f220d3187173da220f885ab66608367b6574e925011a9353e4badda91d79"
+dependencies = [
+ "proc-macro2",
+ "quote",
+ "syn",
+]
+
 [[package]]
 name = "shlex"
 version = "2.0.1"

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "backtestingfx"
-version = "0.1.0"
+version = "0.1.1"
 edition = "2024"
 readme = "README.md"
 
@@ -11,3 +11,4 @@ crate-type = ["cdylib", "rlib"]
 [dependencies]
 chrono = "0.4"
 pyo3 = { version = "0.28", features = ["extension-module"]}
+csv = "1"

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: backtestingfx
-Version: 0.1.0
+Version: 0.1.1
 Requires-Dist: pandas
 License-File: LICENSE
 Summary: FX backtesting library built in Rust
@@ -11,6 +11,8 @@ Project-URL: Repository, https://github.com/KhizarImran/backtestingfx
 
 # backtestingfx
 
+[![PyPI](https://img.shields.io/pypi/v/backtestingfx)](https://pypi.org/project/backtestingfx/)
+
 A Rust-powered FX backtesting library for Python. Write your strategy in Python, let Rust handle the heavy lifting.
 
 Inspired by [backtesting.py](https://kernc.github.io/backtesting.py/) but built specifically for forex — lot sizes, pip-based PnL, stop loss, take profit, and realistic account currency conversion.

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/README.md

@@ -1,5 +1,7 @@
 # backtestingfx
 
+[![PyPI](https://img.shields.io/pypi/v/backtestingfx)](https://pypi.org/project/backtestingfx/)
+
 A Rust-powered FX backtesting library for Python. Write your strategy in Python, let Rust handle the heavy lifting.
 
 Inspired by [backtesting.py](https://kernc.github.io/backtesting.py/) but built specifically for forex — lot sizes, pip-based PnL, stop loss, take profit, and realistic account currency conversion.

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/backtestingfx/backtest.py

@@ -9,6 +9,27 @@ class Strategy:
         self._bars: Any = None
         self._bar: Any = None
         self._broker: Any = None
+        self._index: int = 0
+
+    @property
+    def positions(self):
+        return self._broker.positions() if self._broker else []
+
+    @property
+    def data(self):
+        return self._bars[: self._index + 1] if self._bars else []
+
+    @property
+    def index(self):
+        return self._index
+
+    @property
+    def cash(self):
+        return self._broker.cash if self._broker else 0.0
+
+    @property
+    def equity(self):
+        return self._broker.equity(self._bar.close) if self._broker else 0.0
 
     def init(self):
         pass
@@ -36,6 +57,7 @@ class Strategy:
 class _Adapter:
     def __init__(self, strategy):
         self._strategy = strategy
+        self._index = 0
 
     def init(self, bars):
         self._strategy._bars = bars
@@ -44,6 +66,8 @@ class _Adapter:
     def next(self, bar, broker):
         self._strategy._bar = bar
         self._strategy._broker = broker
+        self._strategy._index = self._index
+        self._index += 1
         self._strategy.next()
 
 
@@ -67,6 +91,11 @@ class Backtest:
         self._quote_to_account = quote_to_account
 
     def _to_bars(self):
+        required = {"open", "high", "low", "close"}
+        missing = required - set(self._df.columns.str.lower())
+        if missing:
+            raise ValueError(f"DataFrame missing required columns: {sorted(missing)}")
+
         bars = []
         for idx, row in self._df.iterrows():
             if isinstance(idx, pd.Timestamp):

backtestingfx-0.1.1/examples/compare_bt.py

@@ -0,0 +1,90 @@
+"""
+Compares our SMA crossover logic against backtesting.py using the same data,
+same SMA periods, and zero commission/spread so only entry/exit logic is tested.
+
+Trade count and win rate should match between both libraries.
+Dollar PnL will differ because the sizing models are different:
+  - backtesting.py: buys fractional units based on available cash
+  - backtestingfx:  fixed lot size (0.1 lots = 10,000 units)
+"""
+
+import pandas as pd
+from backtesting import Backtest as BtBacktest, Strategy as BtStrategy
+from backtestingfx import Backtest, Strategy
+
+FAST = 10
+SLOW = 50
+
+
+# ── backtesting.py ────────────────────────────────────────────────────────────
+
+class SmaCrossBt(BtStrategy):
+    fast = FAST
+    slow = SLOW
+
+    def init(self):
+        pass
+
+    def next(self):
+        if len(self.data.Close) < self.slow:
+            return
+        fast_sma = self.data.Close[-self.fast:].mean()
+        slow_sma = self.data.Close[-self.slow:].mean()
+
+        if not self.position:
+            if fast_sma > slow_sma:
+                self.buy()
+        else:
+            if fast_sma < slow_sma:
+                self.position.close()
+
+
+# ── backtestingfx ─────────────────────────────────────────────────────────────
+
+class SmaCrossFx(Strategy):
+    fast = FAST
+    slow = SLOW
+
+    def next(self):
+        if self.index < self.slow:
+            return
+        closes = [b.close for b in self.data[-self.slow:]]
+        fast_sma = sum(closes[-self.fast:]) / self.fast
+        slow_sma = sum(closes) / self.slow
+
+        if not self.positions:
+            if fast_sma > slow_sma:
+                self.buy(0.1)
+        else:
+            if fast_sma < slow_sma:
+                self.close_all()
+
+
+# ── run both ──────────────────────────────────────────────────────────────────
+
+df_raw = pd.read_csv("data/EURUSD_1H.csv")
+
+# backtesting.py needs a DatetimeIndex and capitalised column names
+df_bt = df_raw.copy()
+df_bt["timestamp"] = pd.to_datetime(df_bt["timestamp"], utc=True)
+df_bt = df_bt.set_index("timestamp")
+df_bt.index = df_bt.index.tz_localize(None)
+df_bt = df_bt.rename(columns={"open": "Open", "high": "High", "low": "Low", "close": "Close", "volume": "Volume"})
+
+bt_result = BtBacktest(df_bt, SmaCrossBt, cash=10_000, commission=0).run()
+
+fx_result = Backtest(df_raw, SmaCrossFx, cash=10_000, commission=0, spread=0).run()
+
+# ── compare ───────────────────────────────────────────────────────────────────
+
+print("=" * 45)
+print(f"{'Metric':<20} {'backtesting.py':>12} {'backtestingfx':>12}")
+print("=" * 45)
+print(f"{'Trades':<20} {bt_result['# Trades']:>12} {fx_result.num_trades:>12}")
+print(f"{'Win Rate %':<20} {bt_result['Win Rate [%]']:>12.1f} {fx_result.win_rate_pct:>12.1f}")
+print(f"{'Return %':<20} {bt_result['Return [%]']:>12.2f} {fx_result.total_return_pct:>12.2f}")
+print(f"{'Max Drawdown %':<20} {bt_result['Max. Drawdown [%]']:>12.2f} {fx_result.max_drawdown_pct:>12.2f}")
+print("=" * 45)
+print()
+print("Note: Return % differs because backtesting.py sizes by available cash,")
+print("      backtestingfx uses fixed 0.1 lots. Trade count + win rate should match.")

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/examples/simple_strategy.rs

@@ -1,27 +1,23 @@
-use backtestingfx::types::Bar;
-use backtestingfx::broker::Broker;
-use backtestingfx::strategy::Strategy;
-use backtestingfx::engine::Engine;
-use backtestingfx::data::load_csv;
-
+use _backtestingfx::broker::Broker;
+use _backtestingfx::data::load_csv;
+use _backtestingfx::engine::Engine;
+use _backtestingfx::strategy::Strategy;
+use _backtestingfx::types::Bar;
 
 struct BuyEveryBar;
 
 impl Strategy for BuyEveryBar {
-    fn next (&mut self, bar: &Bar, broker: &mut Broker) {
+    fn next(&mut self, bar: &Bar, broker: &mut Broker) {
         broker.close_all(bar.close, bar.timestamp); //closes any open positions
         broker.buy(bar.close, 1.0, bar.timestamp, None, None); // can be more complicated with buy, sells, close position, close all etc.
     }
 }
 
 fn main() {
-    let data = load_csv("examples/data/eurusd_lse_1h.csv");
-    let mut engine = Engine::new(data, 10_000.0, 0.0, 0.00010);
+    let data = load_csv("data/EURUSD_1H.csv");
+    let mut engine = Engine::new(data, 10_000.0, 0.0, 0.00010, 1.0, 1.0);
     let mut strategy = BuyEveryBar;
 
     let stats = engine.run(&mut strategy);
     println!("{}", stats);
 }
-
-
-

backtestingfx-0.1.1/examples/sma_cross.py

@@ -0,0 +1,36 @@
+import pandas as pd
+from backtestingfx import Backtest, Strategy
+
+
+class SmaCross(Strategy):
+    fast = 10
+    slow = 50
+
+    def next(self):
+        if self.index < self.slow:
+            return
+
+        closes = [b.close for b in self.data[-self.slow :]]
+        fast_sma = sum(closes[-self.fast :]) / self.fast
+        slow_sma = sum(closes) / self.slow
+
+        if not self.positions:
+            if fast_sma > slow_sma:
+                self.buy(0.1)
+        else:
+            if fast_sma < slow_sma:
+                self.close_all()
+
+
+df = pd.read_csv("data/EURUSD_1H.csv")
+
+stats = Backtest(
+    df,
+    SmaCross,
+    cash=10_000,
+    commission=3.5,
+    spread=0.00002,
+    contract_size=100_000,
+).run()
+
+print(stats)

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "maturin"
 
 [project]
 name = "backtestingfx"
-version = "0.1.0"
+version = "0.1.1"
 description = "FX backtesting library built in Rust"
 requires-python = ">=3.9"
 dependencies = ["pandas"]

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/src/broker.rs

@@ -3,8 +3,10 @@ use pyo3::prelude::*;
 
 #[pyclass]
 pub struct Broker {
+    #[pyo3(get)]
     pub cash: f64,
     pub initial_cash: f64,
+    next_id: u64,
     pub positions: Vec<Position>,
     pub trade_history: Vec<Trade>,
     pub commission: f64,
@@ -62,13 +64,14 @@ impl Broker {
                         * self.contract_size
                         * self.quote_to_account
                 };
-                self.cash += pnl;
+                let net_pnl = pnl - self.commission * position.lot_size;
+                self.cash += net_pnl;
                 self.trade_history.push(Trade {
                     entry_price: position.entry_price,
                     exit_price: close_price,
                     lot_size: position.lot_size,
                     is_long: position.is_long,
-                    pnl,
+                    pnl: net_pnl,
                     entry_timestamp: position.entry_timestamp,
                     exit_timestamp: bar.timestamp,
                 });
@@ -92,6 +95,7 @@ impl Broker {
         Broker {
             cash: initial_cash,
             initial_cash,
+            next_id: 0,
             positions: Vec::new(),
             trade_history: Vec::new(),
             commission,
@@ -101,6 +105,10 @@ impl Broker {
         }
     }
 
+    pub fn positions(&self) -> Vec<Position> {
+        self.positions.clone()
+    }
+
     pub fn buy(
         &mut self,
         price: f64,
@@ -111,8 +119,10 @@ impl Broker {
     ) {
         let fill_price = price + self.spread;
         self.cash -= self.commission * lot_size;
+        let id = self.next_id;
+        self.next_id += 1;
         self.positions.push(Position {
-            id: self.positions.len() as u64,
+            id,
             entry_price: fill_price,
             lot_size,
             is_long: true,
@@ -132,8 +142,10 @@ impl Broker {
     ) {
         let fill_price = price - self.spread;
         self.cash -= self.commission * lot_size;
+        let id = self.next_id;
+        self.next_id += 1;
         self.positions.push(Position {
-            id: self.positions.len() as u64,
+            id,
             entry_price: fill_price,
             lot_size,
             is_long: false,
@@ -165,12 +177,13 @@ impl Broker {
                     * self.quote_to_account
             };
 
-            self.cash += pnl;
+            let net_pnl = pnl - self.commission * position.lot_size;
+            self.cash += net_pnl;
             self.trade_history.push(Trade {
                 entry_price: position.entry_price,
                 lot_size: position.lot_size,
                 is_long: position.is_long,
-                pnl,
+                pnl: net_pnl,
                 entry_timestamp: position.entry_timestamp,
                 exit_timestamp: timestamp,
                 exit_price: close_price,
@@ -197,12 +210,13 @@ impl Broker {
                     * self.contract_size
                     * self.quote_to_account
             };
-            self.cash += pnl;
+            let net_pnl = pnl - self.commission * position.lot_size;
+            self.cash += net_pnl;
             self.trade_history.push(Trade {
                 entry_price: position.entry_price,
                 lot_size: position.lot_size,
                 is_long: position.is_long,
-                pnl,
+                pnl: net_pnl,
                 entry_timestamp: position.entry_timestamp,
                 exit_timestamp: timestamp,
                 exit_price: close_price,

backtestingfx-0.1.1/src/data.rs

@@ -0,0 +1,28 @@
+use crate::types::Bar;
+use chrono::DateTime;
+use csv::Reader;
+use std::fs::File;
+
+pub fn load_csv(path: &str) -> Vec<Bar> {
+    let file = File::open(path).expect("Could not open file");
+    let mut rdr = Reader::from_reader(file);
+    let headers = rdr.headers().expect("could not read headers").clone();
+    let col = |name: &str| headers.iter().position(|h| h == name).expect(name);
+    let mut bars = Vec::new();
+
+    for result in rdr.records() {
+        let r = result.expect("could not read record");
+        let dt = DateTime::parse_from_rfc3339(&r[0]).expect("Bad timestamp");
+
+        bars.push(Bar {
+            timestamp: dt.timestamp(),
+            open: r[col("open")].parse().expect("Bad open"),
+            high: r[col("high")].parse().expect("Bad high"),
+            low: r[col("low")].parse().expect("Bad low"),
+            close: r[col("close")].parse().expect("Bad close"),
+            volume: r[col("volume")].parse().expect("Bad volume"),
+        });
+    }
+
+    bars
+}

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/src/engine.rs

@@ -54,12 +54,7 @@ impl Engine {
     pub fn run_py(&mut self, py: Python<'_>, strategy: Py<PyAny>) -> PyResult<Stats> {
         self.equity_curve.clear();
 
-        let init_result = strategy.bind(py).call_method1("init", (self.data.clone(),));
-        if let Err(e) = init_result {
-            if !e.is_instance_of::<pyo3::exceptions::PyAttributeError>(py) {
-                return Err(e);
-            }
-        }
+        strategy.bind(py).call_method1("init", (self.data.clone(),))?;
 
         let broker_py = Py::new(
             py,

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/src/lib.rs

@@ -14,5 +14,6 @@ fn backtestingfx(m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_class::<stats::Stats>()?;
     m.add_class::<broker::Broker>()?;
     m.add_class::<engine::Engine>()?;
+    m.add_class::<types::Position>()?;
     Ok(())
 }

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/src/stats.rs

@@ -25,6 +25,24 @@ pub struct Stats {
     pub profit_factor: f64,
     #[pyo3(get)]
     pub max_drawdown_pct: f64,
+    #[pyo3(get)]
+    pub sharpe_ratio: f64,
+}
+
+fn sharpe_ratio(equity_curve: &[f64]) -> f64 {
+    if equity_curve.len() < 2 {
+        return 0.0;
+    }
+    let returns: Vec<f64> = equity_curve
+        .windows(2)
+        .map(|w| (w[1] - w[0]) / w[0])
+        .collect();
+    let mean = returns.iter().sum::<f64>() / returns.len() as f64;
+    let variance = returns.iter().map(|r| (r - mean).powi(2)).sum::<f64>() / returns.len() as f64;
+    if variance == 0.0 {
+        return 0.0;
+    }
+    mean / variance.sqrt()
 }
 
 fn max_drawdown(equity_curve: &[f64]) -> f64 {
@@ -101,6 +119,7 @@ impl Stats {
             f64::INFINITY
         };
         let max_drawdown_pct = max_drawdown(equity_curve);
+        let sharpe_ratio = sharpe_ratio(equity_curve);
 
         Stats {
             initial_cash,
@@ -114,6 +133,7 @@ impl Stats {
             worst_trade: if num_trades > 0 { worst_trade } else { 0.0 },
             profit_factor,
             max_drawdown_pct,
+            sharpe_ratio,
         }
     }
 }
@@ -132,7 +152,8 @@ impl std::fmt::Display for Stats {
                Best Trade:     {:.5}\n\
                Worst Trade:    {:.5}\n\
                Profit Factor:  {:.2}\n\
-               Max Drawdown:   {:.2}%",
+               Max Drawdown:   {:.2}%\n\
+               Sharpe Ratio:   {:.4} (unannualized)",
             self.initial_cash,
             self.final_cash,
             self.total_return_pct,
@@ -142,7 +163,8 @@ impl std::fmt::Display for Stats {
             self.best_trade,
             self.worst_trade,
             self.profit_factor,
-            self.max_drawdown_pct
+            self.max_drawdown_pct,
+            self.sharpe_ratio
         )
     }
 }

{backtestingfx-0.1.0 → backtestingfx-0.1.1}/src/types.rs

@@ -33,18 +33,39 @@ impl Bar {
     }
 }
 
+#[pyclass(from_py_object)]
 #[derive(Debug, Clone)]
 pub struct Position {
     // this is for the trading position
+    #[pyo3(get)]
     pub id: u64,
+    #[pyo3(get)]
     pub entry_price: f64,
+    #[pyo3(get)]
     pub lot_size: f64,
+    #[pyo3(get)]
     pub is_long: bool,
+    #[pyo3(get)]
     pub entry_timestamp: i64,
+    #[pyo3(get)]
     pub stop_loss: Option<f64>,
+    #[pyo3(get)]
     pub take_profit: Option<f64>,
 }
 
+#[pymethods]
+impl Position {
+    fn __repr__(&self) -> String {
+        format!(
+            "Position(id={}, {} {:.2} lots @ {:.5})",
+            self.id,
+            if self.is_long { "LONG" } else { "SHORT" },
+            self.lot_size,
+            self.entry_price,
+        )
+    }
+}
+
 #[derive(Debug, Clone)]
 pub struct Trade {
     // the actual trade

backtestingfx-0.1.0/src/data.rs

@@ -1,31 +0,0 @@
-use std::fs::File;
-use std::io::{BufRead, BufReader};
-use crate::types::Bar;
-use chrono::DateTime;
-
-pub fn load_csv(path: &str) -> Vec<Bar> {
-    let file = File::open(path).expect("Could not open file");
-    let reader = BufReader::new(file);
-    let mut bars = Vec::new();
-
-    for line in reader.lines().skip(1) { //skips the header row
-        let line = line.expect("could not read line");
-        let cols: Vec<&str> = line.split(',').collect();
-
-        let dt = DateTime::parse_from_rfc3339(cols[0]).expect("Bad Timestamp"); // this handles the timestamp to be in 2024-01-01 00:00:00 kind of way 
-
-        let bar = Bar {
-            timestamp: dt.timestamp(),
-            open:      cols[1].parse().expect("Bad open"),
-            high:      cols[2].parse().expect("Bad high"),
-            low:       cols[3].parse().expect("Bad low"),
-            close:     cols[4].parse().expect("Bad close"),
-            volume:    cols[5].parse().expect("Bad volume"),
-        };
-
-        bars.push(bar); // pushes each bar from the csv to an element in Bar 
-
-    }
-
-    bars
-}