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• 809f46fe36 to discard lg_branch_20250710 Leonid Gloubchnin 2025-11-04 18:02:38 +00:00
• 413abafe0f My First Commit Leonid Gloubchnin 2025-11-04 17:55:08 +00:00
• 5d46c1e32c . Oleg Sheynin 2025-10-27 18:46:26 -04:00
• 889f7ba1c3 . Oleg Sheynin 2025-10-27 18:46:14 -04:00
• 1515b2d077 . Oleg Sheynin 2025-10-27 18:39:51 -04:00
• b4ae3e715d . Oleg Sheynin 2025-10-27 18:36:26 -04:00
• 7d137a1a0e fixed OLS model master Oleg Sheynin 2025-08-21 00:46:28 +00:00
• 0423a7d34f progress. not ready, changing live_strategy.py to use ExchangeInstrument and new TradingInstruction class Oleg Sheynin 2025-08-05 21:48:23 +00:00
• 7ab09669b4 progress Oleg Sheynin 2025-08-02 01:49:09 +00:00
• 73f36ddcea progress Oleg Sheynin 2025-08-02 00:12:31 +00:00
• 80c3e8d54b progress Oleg Sheynin 2025-08-02 00:12:04 +00:00
• 8e6ac39674 added window size optimization classes Oleg Sheynin 2025-07-31 18:53:42 +00:00
• 0af334bdf9 initial cleaning after refactoring Oleg Sheynin 2025-07-30 23:23:22 +00:00
• b474752959 initial cleaning after refactoring Oleg Sheynin 2025-07-30 23:15:24 +00:00
• 1b6b5e5735 refactored code. before cleaning Oleg Sheynin 2025-07-30 20:11:25 +00:00
• 1d73ce8070 progress Oleg Sheynin 2025-07-30 18:13:37 +00:00
• c1c72f46a6 trades performance analysis Oleg Sheynin 2025-07-30 17:08:06 +00:00
• 566dd9bbdc refactoring progress: VECM, fixes Oleg Sheynin 2025-07-30 05:08:26 +00:00
• ed0c0fecb2 refactoring the code for pairs, models, strategy Oleg Sheynin 2025-07-30 04:08:02 +00:00
• 6f845d32c6 . Cryptoval Trading Technologies 2025-07-25 22:13:49 +00:00
• a04e8878fb lg_changes Cryptoval Trading Technologies 2025-07-25 22:11:49 +00:00
• 71822c64b0 progress Oleg Sheynin 2025-07-25 20:39:59 +00:00
• c2f701e3a2 progress Oleg Sheynin 2025-07-25 20:20:23 +00:00
• 21a473a4c2 fix close position trades Oleg Sheynin 2025-07-25 18:21:52 +00:00
• 98a15d301a bug fix - multiple dates Oleg Sheynin 2025-07-25 07:04:44 +00:00
• bcf4447cb6 bug fixes Oleg Sheynin 2025-07-25 06:39:17 +00:00
• 1af35000ab cleaning Oleg Sheynin 2025-07-25 01:28:59 +00:00
• 2c08b6f1a9 intermarket fix for weekends Oleg Sheynin 2025-07-25 00:47:19 +00:00
• 24f1f82d1f fixes to notebook Oleg Sheynin 2025-07-24 22:45:21 +00:00
• af0a6f62a9 progress Oleg Sheynin 2025-07-24 21:09:13 +00:00
• a7b4777f76 bug fix Oleg Sheynin 2025-07-24 07:44:33 +00:00
• e30b0df4db progress and result.py fixes Oleg Sheynin 2025-07-24 06:51:46 +00:00
• 577fb5c109 notebook progress Oleg Sheynin 2025-07-23 03:32:43 +00:00
• e0138907be progress Oleg Sheynin 2025-07-23 02:56:00 +00:00
• b7292c11f3 notebook cleaning Oleg Sheynin 2025-07-23 02:11:02 +00:00
• aac8b9dc50 fixes Oleg Sheynin 2025-07-22 18:04:23 +00:00
• 9bb36dddd7 notebook fixes Oleg Sheynin 2025-07-22 17:42:14 +00:00
• 31eb9f800c bug fix Oleg Sheynin 2025-07-22 17:25:16 +00:00
• 0e83142d0a progress: added zscore fit Oleg Sheynin 2025-07-22 00:20:14 +00:00
• b87b40a6ed progress Oleg Sheynin 2025-07-21 05:15:33 +00:00
• 28386cdf12 fix trading pair, loading scripts Oleg Sheynin 2025-07-20 18:11:45 +00:00
• fb3dc68a1d minor: rename Oleg Sheynin 2025-07-19 01:49:46 +00:00
• c776c95d69 progress: stop signals Oleg Sheynin 2025-07-19 01:04:09 +00:00
• ca9fff8d88 progress Oleg Sheynin 2025-07-18 23:13:11 +00:00
• 705330a9f7 progress Oleg Sheynin 2025-07-18 22:51:29 +00:00
• 2272a31765 cointegration test initial Oleg Sheynin 2025-07-17 00:19:49 +00:00
• facf7fb0c6 Using timezone for trading session Oleg Sheynin 2025-07-16 18:17:34 +00:00
• 9c34d935bd added close position and trade session Oleg Sheynin 2025-07-16 18:06:33 +00:00
• 20f150a6b7 progress Oleg Sheynin 2025-07-16 03:21:14 +00:00
• d46bcb64d6 progress Oleg Sheynin 2025-07-16 03:06:16 +00:00
• 26659ede12 fix pair market data Oleg Sheynin 2025-07-16 02:32:16 +00:00
• e9995312a0 minor Oleg Sheynin 2025-07-15 22:26:10 +00:00
• a46c8a7576 minor Oleg Sheynin 2025-07-15 20:36:15 +00:00
• fe2ebbb27f fixed Oleg Sheynin 2025-07-15 20:32:11 +00:00
• ddd9f4adb9 progress Oleg Sheynin 2025-07-15 19:29:26 +00:00
• 4bc947cf07 progress Oleg Sheynin 2025-07-15 19:24:18 +00:00
• 51944b3a2f progress Oleg Sheynin 2025-07-15 04:14:57 +00:00
• bff1c54b48 fix Oleg Sheynin 2025-07-15 03:57:18 +00:00
• 9c91f37bcc progress Oleg Sheynin 2025-07-15 03:37:29 +00:00
• 76547e1176 progress Oleg Sheynin 2025-07-15 02:52:10 +00:00
• 80cf1b60ef outstanding positions bug fix Oleg Sheynin 2025-07-15 00:10:46 +00:00
• 94ffb32f50 progress Oleg Sheynin 2025-07-14 22:42:08 +00:00
• 967c01c367 progress Oleg Sheynin 2025-07-14 22:26:52 +00:00
• 747ca05b16 progress Oleg Sheynin 2025-07-14 21:56:28 +00:00
• 30ae95a808 minor Oleg Sheynin 2025-07-14 19:07:28 +00:00
• bcba183768 cleaned up sliding notebook Oleg Sheynin 2025-07-14 19:05:19 +00:00
• cc0072dcc8 minor change Oleg Sheynin 2025-07-14 05:19:14 +00:00
• 35a1cd748e notebook changes Oleg Sheynin 2025-07-14 05:15:47 +00:00
• 3b003c7811 progress Oleg Sheynin 2025-07-14 00:41:46 +00:00
• b24285802a sliding fit fix Oleg Sheynin 2025-07-13 22:33:48 +00:00
• 48f18f7b4f progress, sliding model - buggy Oleg Sheynin 2025-07-12 03:17:12 +00:00
• 85c9d2ab93 progress Oleg Sheynin 2025-07-10 18:14:37 +00:00
• 46072e03a2 cvtt mkt data client initial Oleg Sheynin 2025-07-09 20:41:12 +00:00
• 352f7df269 progress Oleg Sheynin 2025-07-07 22:00:57 +00:00
• 191feb341d progress Oleg Sheynin 2025-06-26 00:48:57 +00:00
• 8d58439f44 progress Oleg Sheynin 2025-06-25 22:36:04 +00:00
• e74c25bb8d Merge branch 'master' of cloud21.cvtt.vpn:/opt/store/git/cvtt2/research/pairs_trading Oleg Sheynin 2025-06-25 21:41:25 +00:00
• fc24017638 progress Oleg Sheynin 2025-06-25 21:40:49 +00:00
• 8b28b8d5f9 progress Oleg Sheynin 2025-06-25 17:37:58 -04:00
• 50435f8b3b progress Oleg Sheynin 2025-06-24 12:36:03 -04:00
• 6cd82b3621 progress Oleg Sheynin 2025-06-20 18:06:04 -04:00
• 95b25eddd7 progress Oleg Sheynin 2025-06-18 14:32:11 -04:00
• 9240d20e16 Batch mode testing implemented Oleg Sheynin 2025-06-13 16:41:57 -04:00
• 2e589f7e8c fixes Oleg Sheynin 2025-06-12 23:59:36 -04:00
• 671422976d using configuration file Oleg Sheynin 2025-06-12 16:52:49 -04:00
• 200a1bf307 sliding fit strategy to notebook Oleg Sheynin 2025-05-30 16:51:46 -04:00
• a5a43a01a4 added notebook to visualize Oleg Sheynin 2025-05-30 15:10:26 -04:00
• da6ccf2bfb progress Oleg Sheynin 2025-05-29 21:11:37 -04:00
• 73b7fa1aaf progress Oleg Sheynin 2025-05-29 17:10:10 -04:00
• 9d57d8b255 progress Oleg Sheynin 2025-05-29 16:21:49 -04:00
• 50674bd3b8 progress Oleg Sheynin 2025-05-29 15:47:56 -04:00
• 91623db4b7 progress Oleg Sheynin 2025-05-29 02:47:38 -04:00
• 06884d72b7 progress Oleg Sheynin 2025-05-29 01:39:31 -04:00
• 0ceb2f2eba progress Oleg Sheynin 2025-05-29 00:28:15 -04:00
• 3f4d174eb3 progress Oleg Sheynin 2025-05-27 18:01:06 -04:00
• 966d7e4b1f progress Oleg Sheynin 2025-05-27 15:26:02 -04:00
• d5369b629d progress Oleg Sheynin 2025-05-27 14:32:33 -04:00
• 0d0dde897d timezone converting added Oleg Sheynin 2025-05-27 14:18:39 -04:00
• eda31d01fd cleaning Oleg Sheynin 2025-05-27 12:38:59 -04:00
• bb4bb90594 progress Oleg Sheynin 2025-05-27 12:28:55 -04:00