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@@ -3,6 +3,8 @@ from __future__ import annotations
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from typing import Any, Dict, List, Optional
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import pandas as pd
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from cvttpy_tools.config import Config
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from pairs_trading.lib.pt_strategy.model_data_policy import ModelDataPolicy
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from pairs_trading.lib.pt_strategy.pt_market_data import ResearchMarketData
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from pairs_trading.lib.pt_strategy.pt_model import Prediction
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@@ -41,7 +43,7 @@ class PtResearchStrategy:
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self.pt_mkt_data_ = ResearchMarketData(config=config_copy)
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self.pt_mkt_data_.load()
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self.model_data_policy_ = ModelDataPolicy.create(
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config, mkt_data=self.pt_mkt_data_.market_data_df_, pair=self.trading_pair_
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Config(config_copy), mkt_data=self.pt_mkt_data_.market_data_df_, pair=self.trading_pair_
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)
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def outstanding_positions(self) -> List[Dict[str, Any]]:
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