renewed development

lib/pt_strategy/live/live_strategy.py

@@ -12,11 +12,11 @@ from cvttpy_tools.settings.cvtt_types import JsonDictT
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 # ---
-from pt_strategy.live.ti_sender import TradingInstructionsSender
-from pt_strategy.model_data_policy import ModelDataPolicy
-from pt_strategy.pt_market_data import RealTimeMarketData
-from pt_strategy.pt_model import Prediction
-from pt_strategy.trading_pair import PairState, TradingPair
+from pairs_trading.lib.pt_strategy.live.ti_sender import TradingInstructionsSender
+from pairs_trading.lib.pt_strategy.model_data_policy import ModelDataPolicy
+from pairs_trading.lib.pt_strategy.pt_market_data import RealTimeMarketData
+from pairs_trading.lib.pt_strategy.pt_model import Prediction
+from pairs_trading.lib.pt_strategy.trading_pair import PairState, TradingPair
 
 """
   --config=pair.cfg
@@ -104,9 +104,9 @@ class PtLiveStrategy(NamedObject):
         pass
 
     async def _send_trading_instructions(
-        self, trading_instructions: pd.DataFrame
+        self, trading_instructions: List[TradingInstruction]
     ) -> None:
-        pass
+        pass # URGENT implement _send_trading_instructions
 
     def _create_trading_instructions(
         self, prediction: Prediction, last_row: pd.Series
@@ -186,6 +186,11 @@ class PtLiveStrategy(NamedObject):
         }
         return df
 
+    def _create_close_trade_instructions(
+        self, pair: TradingPair, row: pd.Series #, prediction: Prediction
+    ) -> List[TradingInstruction]:
+        return [] # URGENT implement _create_close_trade_instructions
+
     def _handle_outstanding_positions(self) -> Optional[pd.DataFrame]:
         trades = None
         pair = self.trading_pair_