progress: added zscore fit

2025-07-22 00:20:14 +00:00
parent b87b40a6ed
commit 0e83142d0a
9 changed files with 271 additions and 117 deletions
@@ -17,9 +17,8 @@ class VECMTradingPair(TradingPair):
        self.pair_predict_result_ = None
        
    def _train_pair(self) -> None:
-        # print('*' * 80 + '\n' + f"**************** {self} IS COINTEGRATED ****************\n" + '*' * 80)
        self._fit_VECM()
-        assert self.training_df_ is not None and self.vecm_fit_ is not None
+        assert self.vecm_fit_ is not None
        diseq_series = self.training_df_[self.colnames()] @ self.vecm_fit_.beta
        # print(diseq_series.shape)
        self.training_mu_ = float(diseq_series[0].mean())