research/stat_pairs_backtest
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refactoring progress: VECM, fixes

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This commit is contained in:
Oleg Sheynin
2025-07-30 05:08:26 +00:00
parent ed0c0fecb2
commit 566dd9bbdc
3 changed files with 116 additions and 20 deletions
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lib/pt_strategy/trading_strategy.py
+3 -2
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@@ -64,8 +64,9 @@ class PtResearchStrategy:
idx = 0
while self.pt_mkt_data_.has_next():
market_data_series = self.pt_mkt_data_.get_next()
new_row = pd.DataFrame([market_data_series])
market_data_df = pd.concat(
[market_data_df, market_data_series.to_frame().T], ignore_index=True
[market_data_df, new_row], ignore_index=True
)
if idx >= training_minutes:
break
@@ -76,7 +77,7 @@ class PtResearchStrategy:
while self.pt_mkt_data_.has_next():
market_data_series = self.pt_mkt_data_.get_next()
new_row = market_data_series.to_frame().T
new_row = pd.DataFrame([market_data_series])
market_data_df = pd.concat([market_data_df, new_row], ignore_index=True)
prediction = self.trading_pair_.run(