progress: added zscore fit

This commit is contained in:
Oleg Sheynin
2025-07-22 00:20:14 +00:00
parent b87b40a6ed
commit 0e83142d0a
9 changed files with 271 additions and 117 deletions
+8
View File
@@ -11,6 +11,14 @@ from statsmodels.tsa.vector_ar.vecm import VECM, VECMResults
NanoPerMin = 1e9
class RollingFit(PairsTradingFitMethod):
'''
N O T E:
=========
- This class remains to be abstract
- The following methods are to be implemented in the subclass:
- create_trading_pair()
=========
'''
def __init__(self) -> None:
super().__init__()