research/stat_pairs_backtest
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This commit is contained in:
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/research_strategy.py
+6 -6
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@@ -3,10 +3,10 @@ from __future__ import annotations
from typing import Any, Dict, List, Optional
import pandas as pd
from pt_strategy.model_data_policy import ModelDataPolicy
from pt_strategy.pt_market_data import ResearchMarketData
from pt_strategy.pt_model import Prediction
from pt_strategy.trading_pair import PairState, TradingPair
from pairs_trading.lib.pt_strategy.model_data_policy import ModelDataPolicy
from pairs_trading.lib.pt_strategy.pt_market_data import ResearchMarketData
from pairs_trading.lib.pt_strategy.pt_model import Prediction
from pairs_trading.lib.pt_strategy.trading_pair import PairState, TradingPair
class PtResearchStrategy:
@@ -24,8 +24,8 @@ class PtResearchStrategy:
datafiles: List[str],
instruments: List[Dict[str, str]],
):
from pt_strategy.model_data_policy import ModelDataPolicy
from pt_strategy.trading_pair import TradingPair
from pairs_trading.lib.pt_strategy.model_data_policy import ModelDataPolicy
from pairs_trading.lib.pt_strategy.trading_pair import TradingPair
self.config_ = config
self.trades_ = []