research/stat_pairs_backtest
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added window size optimization classes

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This commit is contained in:
Oleg Sheynin
2025-07-31 18:53:42 +00:00
parent 0af334bdf9
commit 8e6ac39674
8 changed files with 283 additions and 62 deletions
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lib/pt_strategy/results.py
+5 -2
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@@ -439,9 +439,12 @@ class PairResearchResult:
summary = self.get_return_summary()
print(f"\n====== PAIR RESEARCH GRAND TOTALS ======")
print('---')
print(f"Total Return: {summary['total_return']:+.2f}%")
print('---')
print(f"Total Days Traded: {summary['total_days']}")
print(f"Total Pair Trades: {summary['total_pairs']}")
print(f"Total Open-Close Actions: {summary['total_pairs']}")
print(f"Total Trades: 4 * {summary['total_pairs']} = {4 * summary['total_pairs']}")
if summary['total_days'] > 0:
print(f"Average Daily Return: {summary['average_daily_return']:+.2f}%")
@@ -469,8 +472,8 @@ class PairResearchResult:
self.calculate_returns()
self.print_returns_by_day()
self.print_outstanding_positions()
self.print_grand_totals()
self._print_additional_metrics()
self.print_grand_totals()
def _print_additional_metrics(self) -> None:
"""Print additional performance metrics."""