intermarket fix for weekends

2025-07-25 00:47:19 +00:00 · 2025-07-25 00:47:19 +00:00 · 2c08b6f1a9
commit 2c08b6f1a9
parent 24f1f82d1f
2 changed files with 663 additions and 1171 deletions
--- a/research/notebooks/single_pair_test.ipynb
+++ b/research/notebooks/single_pair_test.ipynb
--- a/research/pt_backtest.py
+++ b/research/pt_backtest.py
@ -77,8 +77,12 @@ def run_backtest(
    Run backtest for all pairs using the specified instruments.
    """
    bt_result: BacktestResult = BacktestResult(config=config)
+    if len(datafiles) < 2:
+        print(f"WARNING: insufficient data files: {datafiles}")
+        return bt_result

    pairs_trades = []
+
    pairs = create_pairs(
        datafiles=datafiles,
        fit_method=fit_method,