fixes to notebook

This commit is contained in:
Oleg Sheynin
2025-07-24 22:45:21 +00:00
parent af0a6f62a9
commit 24f1f82d1f
4 changed files with 5494 additions and 80 deletions
+11
View File
@@ -1,3 +1,5 @@
from __future__ import annotations
from abc import ABC, abstractmethod
from enum import Enum
from typing import Dict, Optional, cast
@@ -21,6 +23,15 @@ class PairsTradingFitMethod(ABC):
"signed_scaled_disequilibrium",
"pair",
]
@staticmethod
def create(config: Dict) -> PairsTradingFitMethod:
import importlib
fit_method_class_name = config.get("fit_method_class", None)
assert fit_method_class_name is not None
module_name, class_name = fit_method_class_name.rsplit(".", 1)
module = importlib.import_module(module_name)
fit_method = getattr(module, class_name)()
return cast(PairsTradingFitMethod, fit_method)
@abstractmethod
def run_pair(