research/pairs_trading
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fix

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This commit is contained in:
Oleg Sheynin 2026-01-28 01:00:17 +00:00
parent bf25eb7fb5
commit 76f9a80ad6
3 changed files with 6 additions and 4 deletions
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3
.vscode/launch.json vendored
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@ -31,7 +31,8 @@
"PYTHONPATH": "${workspaceFolder}/..", "PYTHONPATH": "${workspaceFolder}/..",
"CONFIG_SERVICE": "cloud16.cvtt.vpn:6789", "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
"CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456", "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
"MODEL_CONFIG": "vecm" "MODEL_CONFIG": "vecm",
"PAIR_TRADER_REST_PORT": "54320"
}, },
"args": [ "args": [
// "--config=${workspaceFolder}/configuration/pair_trader.cfg", // "--config=${workspaceFolder}/configuration/pair_trader.cfg",

2
VERSION
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@ -1 +1 @@
0.0.5 0.0.6

5
lib/pt_strategy/live/live_strategy.py
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@ -85,8 +85,6 @@ class PtLiveStrategy(NamedObject):
self.allowed_md_lag_sec_ = self.config_.get_value("allowed_md_lag_sec", 3) self.allowed_md_lag_sec_ = self.config_.get_value("allowed_md_lag_sec", 3)
await self.pairs_trader_.subscribe_md()
self.open_threshold_ = self.config_.get_value( self.open_threshold_ = self.config_.get_value(
"model/disequilibrium/open_trshld", 0.0 "model/disequilibrium/open_trshld", 0.0
) )
@ -101,6 +99,9 @@ class PtLiveStrategy(NamedObject):
self.close_threshold_ > 0 self.close_threshold_ > 0
), "disequilibrium/close_trshld must be greater than 0" ), "disequilibrium/close_trshld must be greater than 0"
await self.pairs_trader_.subscribe_md()
def __repr__(self) -> str: def __repr__(self) -> str:
return f"{self.classname()}: trading_pair={self.trading_pair_}, mdp={self.model_data_policy_.__class__.__name__}, " return f"{self.classname()}: trading_pair={self.trading_pair_}, mdp={self.model_data_policy_.__class__.__name__}, "