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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research/notebooks/pair_trading_test.ipynb
+6 -6
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@@ -117,7 +117,7 @@
},
{
"cell_type": "code",
"execution_count": 10,
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
@@ -135,8 +135,8 @@
" from IPython.display import clear_output\n",
"\n",
" # Import our modules\n",
" from pt_strategy.trading_pair import TradingPair, PairState\n",
" from pt_strategy.results import PairResearchResult\n",
" from pairs_trading.lib.pairs_trading.lib.pairs_trading.lib.pt_strategy.trading_pair import TradingPair, PairState\n",
" from pairs_trading.lib.pairs_trading.lib.pairs_trading.lib.pt_strategy.results import PairResearchResult\n",
"\n",
" pd.set_option('display.width', 400)\n",
" pd.set_option('display.max_colwidth', None)\n",
@@ -301,9 +301,9 @@
" global PT_RESULTS\n",
"\n",
" \n",
" from pt_strategy.trading_pair import TradingPair\n",
" from pt_strategy.research_strategy import PtResearchStrategy\n",
" from pt_strategy.results import PairResearchResult\n",
" from pairs_trading.lib.pt_strategy.trading_pair import TradingPair\n",
" from pairs_trading.lib.pt_strategy.research_strategy import PtResearchStrategy\n",
" from pairs_trading.lib.pt_strategy.results import PairResearchResult\n",
"\n",
" # Create trading pair\n",
" PT_RESULTS = PairResearchResult(config=PT_BT_CONFIG)\n",