research/stat_pairs_backtest
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Oleg Sheynin
2025-12-30 10:52:33 +00:00
parent 2e32b26fad
commit 121c85def0
20 changed files with 211 additions and 515 deletions
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lib/pt_strategy/models.py
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@@ -6,8 +6,8 @@ import statsmodels.api as sm
from pt_strategy.pt_model import PairsTradingModel, Prediction
from pt_strategy.trading_pair import TradingPair
from pairs_trading.lib.pt_strategy.pt_model import PairsTradingModel, Prediction
from pairs_trading.lib.pt_strategy.trading_pair import TradingPair
class OLSModel(PairsTradingModel):