fixed OLS model

This commit is contained in:
Oleg Sheynin
2025-08-21 00:46:28 +00:00
parent 0423a7d34f
commit 7d137a1a0e
9 changed files with 50 additions and 64 deletions
+3 -5
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@@ -1,14 +1,12 @@
from __future__ import annotations
from dataclasses import dataclass
from functools import partial
from typing import Any, Dict, List, Optional
import pandas as pd
from cvttpy_base.settings.cvtt_types import JsonDictT
from cvttpy_base.tools.base import NamedObject
from cvttpy_base.tools.logger import Log
from cvttpy_tools.settings.cvtt_types import JsonDictT
from cvttpy_tools.tools.base import NamedObject
from cvttpy_tools.tools.logger import Log
from pt_strategy.live.ti_sender import TradingInstructionsSender
from pt_strategy.model_data_policy import ModelDataPolicy
from pt_strategy.pt_market_data import RealTimeMarketData
+9 -14
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@@ -1,21 +1,16 @@
from __future__ import annotations
from functools import partial
from typing import Any, Dict, List, Optional
from typing import Dict, List
import pandas as pd
from cvttpy_base.tools.app import App
from cvttpy_base.tools.config import Config
from cvttpy_base.settings.cvtt_types import JsonDictT
from cvttpy_base.tools.base import NamedObject
from cvttpy_base.tools.logger import Log
from cvtt_client.mkt_data import (
CvttPricerWebSockClient,
CvttPricesSubscription,
MessageTypeT,
SubscriptionIdT,
)
from cvtt_client.mkt_data import (CvttPricerWebSockClient,
CvttPricesSubscription, MessageTypeT,
SubscriptionIdT)
from cvttpy_tools.settings.cvtt_types import JsonDictT
from cvttpy_tools.tools.app import App
from cvttpy_tools.tools.base import NamedObject
from cvttpy_tools.tools.config import Config
from cvttpy_tools.tools.logger import Log
from pt_strategy.live.live_strategy import PtLiveStrategy
from pt_strategy.trading_pair import TradingPair
+10 -9
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@@ -1,14 +1,15 @@
from enum import Enum
from typing import Dict, Any, Tuple
import time
from enum import Enum
from typing import Tuple
# import aiohttp
from cvttpy_base.tools.app import App
from cvttpy_base.tools.base import NamedObject
from cvttpy_base.tools.config import Config
from cvttpy_base.tools.logger import Log
from cvttpy_base.tools.web.rest_client import REST_RequestProcessor
from cvttpy_base.tools.timeutils import NanoPerSec
from cvttpy_base.tools.timer import Timer
from cvttpy_tools.tools.app import App
from cvttpy_tools.tools.base import NamedObject
from cvttpy_tools.tools.config import Config
from cvttpy_tools.tools.logger import Log
from cvttpy_tools.tools.timer import Timer
from cvttpy_tools.tools.timeutils import NanoPerSec
from cvttpy_tools.tools.web.rest_client import REST_RequestProcessor
class TradingInstructionsSender(NamedObject):