research/stat_pairs_backtest
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This commit is contained in:
Oleg Sheynin
2025-08-02 01:49:09 +00:00
parent 73f36ddcea
commit 7ab09669b4
6 changed files with 49 additions and 10 deletions
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bin/trade_pair.py
+2 -2
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@@ -34,10 +34,10 @@ class PairTradingRunner(NamedObject):
# print(f"{message_type=} {subscr_id=} {instrument_id}")
# if message_type == "md_aggregate":
# aggr = message.get("md_aggregate", [])
# print(f"[{aggr['tstmp'][:19]}] *** RLTM *** {message}")
# print(f"[{aggr['tstamp'][:19]}] *** RLTM *** {message}")
# elif message_type == "historical_md_aggregate":
# for aggr in message.get("historical_data", []):
# print(f"[{aggr['tstmp'][:19]}] *** HIST *** {aggr}")
# print(f"[{aggr['tstamp'][:19]}] *** HIST *** {aggr}")
# else:
# print(f"Unknown message type: {message_type}")