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
+3
View File
@@ -26,6 +26,7 @@ class PtResearchStrategy:
pt_mkt_data_: PtMarketData
trades_: List[pd.DataFrame]
predictions_: pd.DataFrame
def __init__(
self,
@@ -41,6 +42,7 @@ class PtResearchStrategy:
self.trades_ = []
self.trading_pair_ = TradingPair(config=config, instruments=instruments)
self.model_data_policy_ = ModelDataPolicy.create(config)
self.predictions_ = pd.DataFrame()
import copy
@@ -83,6 +85,7 @@ class PtResearchStrategy:
prediction = self.trading_pair_.run(
market_data_df, self.model_data_policy_.advance()
)
self.predictions_ = pd.concat([self.predictions_, prediction.to_df()], ignore_index=True)
assert prediction is not None
trades = self._create_trades(