dev progress

lib/pt_strategy/trading_pair.py

@@ -6,8 +6,12 @@ from typing import Any, Dict, List
 
 import pandas as pd
 
-from pt_strategy.model_data_policy import DataWindowParams
-from pt_strategy.prediction import Prediction
+# ---
+from cvttpy_trading.trading.instrument import ExchangeInstrument
+# ---
+from pairs_trading.lib.pt_strategy.model_data_policy import DataWindowParams
+from pairs_trading.lib.pt_strategy.prediction import Prediction
+from pairs_trading.lib.pt_strategy.models import PairsTradingModel
 
 
 class PairState(Enum):
@@ -44,6 +48,9 @@ class TradingPair:
     
     user_data_: Dict[str, Any]
 
+    exch_inst_a_: ExchangeInstrument
+    exch_inst_b_: ExchangeInstrument
+    
     def __init__(
         self,
         config: Dict[str, Any],
@@ -190,7 +197,11 @@ class TradingPair:
             "last_value": last_px * shares,
         })
 
-
+    def get_instrument_a(self) -> ExchangeInstrument:
+        return self.exch_inst_a_
+    def get_instrument_b(self) -> ExchangeInstrument:
+        return self.exch_inst_b_
+    
     def run(self, market_data: pd.DataFrame, data_params: DataWindowParams) -> Prediction: # type: ignore[assignment]
         self.market_data_ = market_data[data_params.training_start_index:data_params.training_start_index + data_params.training_size]
         return self.model_.predict(pair=self)