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fix pair market data

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This commit is contained in:
Oleg Sheynin 2025-07-16 02:32:16 +00:00
parent e9995312a0
commit 26659ede12
2 changed files with 7511 additions and 318 deletions
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4
lib/pt_trading/trading_pair.py
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@ -32,6 +32,10 @@ class TradingPair:
self._transform_dataframe(market_data)[["tstamp"] + self.colnames()] self._transform_dataframe(market_data)[["tstamp"] + self.colnames()]
) )
self.market_data_ = self.market_data_.dropna().reset_index(drop=True)
self.market_data_['tstamp'] = pd.to_datetime(self.market_data_['tstamp'])
self.market_data_ = self.market_data_.sort_values('tstamp')
self.user_data_ = {} self.user_data_ = {}
self.predicted_df_ = None self.predicted_df_ = None

7825
research/notebooks/pt_sliding.ipynb
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