added close position and trade session

2025-07-16 18:06:33 +00:00
parent 20f150a6b7
commit 9c34d935bd
9 changed files with 1679 additions and 8107 deletions
@@ -14,8 +14,9 @@ NanoPerMin = 1e9
 class StaticFit(PairsTradingFitMethod):

    def run_pair(
-        self, config: Dict, pair: TradingPair, bt_result: BacktestResult
+        self, pair: TradingPair, bt_result: BacktestResult
    ) -> Optional[pd.DataFrame]:  # abstractmethod
+        config = pair.config_
        pair.get_datasets(training_minutes=config["training_minutes"])
        try:
            is_cointegrated = pair.train_pair()