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intermarket fix for weekends

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This commit is contained in:
Oleg Sheynin 2025-07-25 00:47:19 +00:00
parent 24f1f82d1f
commit 2c08b6f1a9
2 changed files with 663 additions and 1171 deletions
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1830
research/notebooks/single_pair_test.ipynb
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4
research/pt_backtest.py
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@ -77,8 +77,12 @@ def run_backtest(
Run backtest for all pairs using the specified instruments. Run backtest for all pairs using the specified instruments.
""" """
bt_result: BacktestResult = BacktestResult(config=config) bt_result: BacktestResult = BacktestResult(config=config)
if len(datafiles) < 2:
print(f"WARNING: insufficient data files: {datafiles}")
return bt_result
pairs_trades = [] pairs_trades = []
pairs = create_pairs( pairs = create_pairs(
datafiles=datafiles, datafiles=datafiles,
fit_method=fit_method, fit_method=fit_method,