diff --git a/apps/pairs_trader.py b/apps/pairs_trader.py index 933aa45..212ac3c 100644 --- a/apps/pairs_trader.py +++ b/apps/pairs_trader.py @@ -133,7 +133,7 @@ class PairsTrader(NamedObject): await self.live_strategy_.on_mkt_data_hist_snapshot(hist_aggr=history) async def _on_api_request(self, request: web.Request) -> web.Response: - return web.Response() # TODO add API request handler implementation + return web.Response() # TODO API request handler implementation async def run(self) -> None: Log.info(f"{self.fname()} ...") diff --git a/lib/pt_strategy/live/live_strategy.py b/lib/pt_strategy/live/live_strategy.py index a651ff4..f05e3fd 100644 --- a/lib/pt_strategy/live/live_strategy.py +++ b/lib/pt_strategy/live/live_strategy.py @@ -118,7 +118,6 @@ class PtLiveStrategy(NamedObject): async def on_mkt_data_hist_snapshot( self, hist_aggr: List[MdTradesAggregate] ) -> None: - # Log.info(f"on_mkt_data_hist_snapshot: {aggr}") if not self._is_md_actual(hist_aggr=hist_aggr): return @@ -160,7 +159,7 @@ class PtLiveStrategy(NamedObject): self, trading_instructions: TradingInstructions ) -> None: await self.pairs_trader_.ti_sender_.send_trading_instructions(trading_instructions) - pass # URGENT implement _send_trading_instructions + pass # URGENT _send_trading_instructions def _create_trading_instructions( self, prediction: Prediction, last_row: pd.Series @@ -193,6 +192,7 @@ class PtLiveStrategy(NamedObject): ) -> Optional[TradingInstructions]: ti: Optional[TradingInstructions] = None scaled_disequilibrium = prediction.scaled_disequilibrium_ + # URGENT _create_open_trade_instructions # if scaled_disequilibrium > 0: # side_a = "SELL" @@ -258,7 +258,7 @@ class PtLiveStrategy(NamedObject): self, pair: TradingPair, row: pd.Series # , prediction: Prediction ) -> Optional[TradingInstructions]: ti: Optional[TradingInstructions] = None - # URGENT implement _create_close_trade_instructions + # URGENT _create_close_trade_instructions return ti def _handle_outstanding_positions(self) -> Optional[pd.DataFrame]: