Initial commit: multi-symbol bot with backtest engine and RSI trend strategy

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

engine/data.py

@@ -0,0 +1,40 @@
+"""
+Data loading and resampling utilities.
+"""
+
+import sqlite3
+from pathlib import Path
+
+import pandas as pd
+
+DB_PATH = Path("/home/jonathan/Projects/ForexBots/data/candles.db")
+
+_RESAMPLE_MAP = {
+    "open":       "first",
+    "high":       "max",
+    "low":        "min",
+    "close":      "last",
+    "tick_volume": "sum",
+}
+
+
+def load_candles(symbol: str, timeframe: str, db_path: Path = DB_PATH) -> pd.DataFrame:
+    conn = sqlite3.connect(db_path)
+    df = pd.read_sql_query(
+        "SELECT time, open, high, low, close, tick_volume "
+        "FROM candles WHERE symbol=? AND timeframe=? ORDER BY time",
+        conn, params=(symbol, timeframe),
+    )
+    conn.close()
+    df["time"] = pd.to_datetime(df["time"])
+    df.set_index("time", inplace=True)
+    return df
+
+
+def resample(df: pd.DataFrame, rule: str) -> pd.DataFrame:
+    """Resample an OHLCV dataframe to a coarser timeframe.
+
+    rule follows pandas offset alias (e.g. '1h', '4h', '1D').
+    """
+    agg = {c: _RESAMPLE_MAP[c] for c in df.columns if c in _RESAMPLE_MAP}
+    return df.resample(rule, label="left", closed="left").agg(agg).dropna()