fixes to notebook
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@@ -1,3 +1,5 @@
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from __future__ import annotations
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from abc import ABC, abstractmethod
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from enum import Enum
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from typing import Dict, Optional, cast
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@@ -21,6 +23,15 @@ class PairsTradingFitMethod(ABC):
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"signed_scaled_disequilibrium",
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"pair",
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]
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@staticmethod
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def create(config: Dict) -> PairsTradingFitMethod:
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import importlib
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fit_method_class_name = config.get("fit_method_class", None)
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assert fit_method_class_name is not None
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module_name, class_name = fit_method_class_name.rsplit(".", 1)
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module = importlib.import_module(module_name)
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fit_method = getattr(module, class_name)()
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return cast(PairsTradingFitMethod, fit_method)
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@abstractmethod
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def run_pair(
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