refactored code. before cleaning

This commit is contained in:
Oleg Sheynin
2025-07-30 20:11:25 +00:00
parent 1d73ce8070
commit 1b6b5e5735
7 changed files with 6729 additions and 636 deletions
+8 -5
View File
@@ -9,12 +9,15 @@ import pandas as pd
from pt_strategy.trading_pair import TradingPair
@dataclass
class Prediction:
tstamp_: pd.Timestamp
disequilibrium_: float
scaled_disequilibrium_: float
pair_: TradingPair
def __init__(self, tstamp: pd.Timestamp, disequilibrium: float, scaled_disequilibrium: float):
self.tstamp_ = tstamp
self.disequilibrium_ = disequilibrium
self.scaled_disequilibrium_ = scaled_disequilibrium
def to_dict(self) -> Dict[str, Any]:
return {
@@ -22,10 +25,10 @@ class Prediction:
"disequilibrium": self.disequilibrium_,
"signed_scaled_disequilibrium": self.scaled_disequilibrium_,
"scaled_disequilibrium": abs(self.scaled_disequilibrium_),
"pair": self.pair_,
# "pair": self.pair_,
}
def to_pd_series(self) -> pd.Series:
return pd.DataFrame([self.to_dict()]).iloc[0]
def to_df(self) -> pd.DataFrame:
return pd.DataFrame([self.to_dict()])
class PairsTradingModel(ABC):