cointegration test initial

This commit is contained in:
Oleg Sheynin
2025-07-17 00:19:49 +00:00
parent facf7fb0c6
commit 2272a31765
8 changed files with 294 additions and 5302 deletions
-8
View File
@@ -18,14 +18,6 @@ class StaticFit(PairsTradingFitMethod):
) -> Optional[pd.DataFrame]: # abstractmethod
config = pair.config_
pair.get_datasets(training_minutes=config["training_minutes"])
try:
is_cointegrated = pair.train_pair()
if not is_cointegrated:
print(f"{pair} IS NOT COINTEGRATED")
return None
except Exception as e:
print(f"{pair}: Training failed: {str(e)}")
return None
try:
pair.predict()