progress: added zscore fit
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@@ -11,6 +11,14 @@ from statsmodels.tsa.vector_ar.vecm import VECM, VECMResults
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NanoPerMin = 1e9
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class RollingFit(PairsTradingFitMethod):
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'''
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N O T E:
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=========
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- This class remains to be abstract
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- The following methods are to be implemented in the subclass:
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- create_trading_pair()
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=========
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'''
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def __init__(self) -> None:
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super().__init__()
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