added close position and trade session
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@@ -1,8 +1,8 @@
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from abc import ABC, abstractmethod
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from enum import Enum
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from typing import Dict, Optional, cast
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import pandas as pd # type: ignore[import]
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import pandas as pd # type: ignore[import]
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from pt_trading.results import BacktestResult
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from pt_trading.trading_pair import TradingPair
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@@ -22,7 +22,7 @@ class PairsTradingFitMethod(ABC):
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@abstractmethod
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def run_pair(
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self, config: Dict, pair: TradingPair, bt_result: BacktestResult
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self, pair: TradingPair, bt_result: BacktestResult
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) -> Optional[pd.DataFrame]: ...
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@abstractmethod
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@@ -33,3 +33,4 @@ class PairState(Enum):
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INITIAL = 1
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OPEN = 2
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CLOSED = 3
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CLOSED_POSITIONS = 4
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