progress

README.md

@@ -45,7 +45,6 @@ Each configuration dictionary specifies:
 - `instruments`: A list of symbols to consider for forming trading pairs.
 - `trading_hours`: Defines the session start and end times, crucial for equity markets.
 - `price_column`: The column in the data to be used as the price (e.g., "close").
-- `min_required_points`: Minimum data points needed for statistical calculations.
 - `zero_threshold`: A small value to handle potential division by zero.
 - `dis-equilibrium_open_trshld`: The threshold (in standard deviations) of the dis-equilibrium for opening a trade.
 - `dis-equilibrium_close_trshld`: The threshold (in standard deviations) of the dis-equilibrium for closing an open trade.

configuration/crypto.cfg

@@ -13,7 +13,6 @@
         "timezone": "UTC"
     },
     "price_column": "close",
-    "min_required_points": 30,
     "zero_threshold": 1e-10,
     "dis-equilibrium_open_trshld": 2.0,
     "dis-equilibrium_close_trshld": 0.5,

configuration/equity.cfg

@@ -13,15 +13,27 @@
         "timezone": "America/New_York"
     },
     "price_column": "close",
-    "min_required_points": 30,
+    "funding_per_pair": 2000.0,
     "zero_threshold": 1e-10,
+    # 
     "dis-equilibrium_open_trshld": 2.0,
     "dis-equilibrium_close_trshld": 1.0,
-    "training_minutes": 120,
-    "funding_per_pair": 2000.0,
+    "training_minutes": 150,
     "fit_method_class": "pt_trading.sliding_fit.SlidingFit",
-    # "fit_method_class": "pt_trading.static_fit.StaticFit",
     "exclude_instruments": ["CAN"],
-    "close_outstanding_positions": false
-    
+
+    # ====== Stop Conditions ======
+    "stop_conditions": {
+        "profit": 1.0,
+        "loss": -0.5
+    }
+
+    # ====== End of Session Closeout ======
+    "close_outstanding_positions": true,
+    # "close_outstanding_positions": false,
+    "trading_hours": {
+        "begin_session": "9:30:00",
+        "end_session": "15:30:00",
+        "timezone": "America/New_York"
+    }
 }

configuration/equity_single.cfg

@@ -13,7 +13,6 @@
         "timezone": "America/New_York"
     },
     "price_column": "close",
-    "min_required_points": 30,
     "zero_threshold": 1e-10,
     "dis-equilibrium_open_trshld": 2.0,
     "dis-equilibrium_close_trshld": 1.0,

lib/pt_trading/results.py

@@ -170,7 +170,24 @@ def store_config_in_database(
 
         traceback.print_exc()
 
+def convert_timestamp(timestamp: Any) -> Optional[datetime]:
+    """Convert pandas Timestamp to Python datetime object for SQLite compatibility."""
+    if timestamp is None:
+        return None
+    if isinstance(timestamp, pd.Timestamp):
+        return timestamp.to_pydatetime()
+    elif isinstance(timestamp, datetime):
+        return timestamp
+    elif isinstance(timestamp, date):
+        return datetime.combine(timestamp, datetime.min.time())
+    elif isinstance(timestamp, str):
+        return datetime.strptime(timestamp, "%Y-%m-%d %H:%M:%S")
+    elif isinstance(timestamp, int):
+        return datetime.fromtimestamp(timestamp)
+    else:
+        raise ValueError(f"Unsupported timestamp type: {type(timestamp)}")
 
+ 
 def store_results_in_database(
     db_path: str, datafile: str, bt_result: "BacktestResult"
 ) -> None:
@@ -180,14 +197,6 @@ def store_results_in_database(
     if db_path.upper() == "NONE":
         return
 
-    def convert_timestamp(timestamp: Any) -> Optional[datetime]:
-        """Convert pandas Timestamp to Python datetime object for SQLite compatibility."""
-        if timestamp is None:
-            return None
-        if hasattr(timestamp, "to_pydatetime"):
-            return timestamp.to_pydatetime()
-        return timestamp
-
     try:
         # Extract date from datafile name (assuming format like 20250528.mktdata.ohlcv.db)
         filename = os.path.basename(datafile)
@@ -489,7 +498,11 @@ class BacktestResult:
             price = row.price
             disequilibrium = getattr(row, "disequilibrium", None)
             scaled_disequilibrium = getattr(row, "scaled_disequilibrium", None)
-            timestamp = getattr(row, "time", None)
+            if hasattr(row, "time"):
+                timestamp = getattr(row, "time")
+            else:
+                timestamp = convert_timestamp(row.Index)
+
             self.add_trade(
                 pair_nm=str(row.pair),
                 action=str(action),