progress

lib/pt_strategy/trading_pair.py

@@ -1,12 +1,13 @@
 from __future__ import annotations
 
-from abc import ABC, abstractmethod
 from datetime import datetime
 from enum import Enum
-from typing import Any, Dict, Generator, List, Optional, Type, cast
+from typing import Any, Dict, List
 
 import pandas as pd
+
 from pt_strategy.model_data_policy import DataWindowParams
+from pt_strategy.prediction import Prediction
 
 
 class PairState(Enum):
@@ -20,11 +21,12 @@ class PairState(Enum):
 class TradingPair:
     config_: Dict[str, Any]
     market_data_: pd.DataFrame
+    instruments_: List[Dict[str, str]]
     symbol_a_: str
     symbol_b_: str
     
     stat_model_price_: str
-    model_: PairsTradingModel # type: ignore[assignment]
+    model_: PairsTradingModel  # type: ignore[assignment]
     
     user_data_: Dict[str, Any]
 
@@ -34,11 +36,12 @@ class TradingPair:
         instruments: List[Dict[str, str]],
     ):
         
-        from pt_strategy.model_data_policy import ModelDataPolicy
         from pt_strategy.pt_model import PairsTradingModel
+        
         assert len(instruments) == 2, "Trading pair must have exactly 2 instruments"
         
         self.config_ = config
+        self.instruments_ = instruments
         self.symbol_a_ = instruments[0]["symbol"]
         self.symbol_b_ = instruments[1]["symbol"]
         self.model_ = PairsTradingModel.create(config)