Triple Barrier Method Labelling using backtesting.py

[bhavithran1]

Guys, I know that this library is not optimized for this problem so I would like some help on this matter.

1. A share/lot is bought at every timestep.
2. Attach a sl/tp to the orders
3. Have a time limit on each order placed so no order is opened for a long time

The above steps are very easy for me to execute on my own.

However, the later steps are more complicated,

If an order has hit sl , how do I classify the order as a potential short buy?
I want the results in a dataframe with columns [timestep, signal]