dev progress

This commit is contained in:
2025-12-31 08:03:26 +00:00
parent 121c85def0
commit 69a0b19e9f
5 changed files with 117 additions and 75 deletions
+3 -1
View File
@@ -3,6 +3,8 @@ from __future__ import annotations
from typing import Any, Dict, List, Optional
import pandas as pd
from cvttpy_tools.config import Config
from pairs_trading.lib.pt_strategy.model_data_policy import ModelDataPolicy
from pairs_trading.lib.pt_strategy.pt_market_data import ResearchMarketData
from pairs_trading.lib.pt_strategy.pt_model import Prediction
@@ -41,7 +43,7 @@ class PtResearchStrategy:
self.pt_mkt_data_ = ResearchMarketData(config=config_copy)
self.pt_mkt_data_.load()
self.model_data_policy_ = ModelDataPolicy.create(
config, mkt_data=self.pt_mkt_data_.market_data_df_, pair=self.trading_pair_
Config(config_copy), mkt_data=self.pt_mkt_data_.market_data_df_, pair=self.trading_pair_
)
def outstanding_positions(self) -> List[Dict[str, Any]]: