research/pairs_trading
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fix

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This commit is contained in:
Oleg Sheynin 2025-07-15 03:57:18 +00:00
parent 9c91f37bcc
commit bff1c54b48
2 changed files with 2266 additions and 2214 deletions
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lib/pt_trading/trading_pair.py
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@ -73,7 +73,7 @@ class TradingPair:
drop=True drop=True
) # do not dropna() since irrelevant symbol would affect dataset ) # do not dropna() since irrelevant symbol would affect dataset
return result_df return result_df.dropna()
def get_datasets( def get_datasets(
self, self,

4472
research/notebooks/pt_sliding.ipynb
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