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lib/pt_trading/fit_method.py

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+from abc import ABC, abstractmethod
+from enum import Enum
+from typing import Dict, Optional, cast
+import pandas as pd  # type: ignore[import]
+
+from pt_trading.results import BacktestResult
+from pt_trading.trading_pair import TradingPair
+
+NanoPerMin = 1e9
+
+
+class PairsTradingFitMethod(ABC):
+    TRADES_COLUMNS = [
+        "time",
+        "action",
+        "symbol",
+        "price",
+        "disequilibrium",
+        "scaled_disequilibrium",
+        "pair",
+    ]
+
+    @abstractmethod
+    def run_pair(
+        self, config: Dict, pair: TradingPair, bt_result: BacktestResult
+    ) -> Optional[pd.DataFrame]: ...
+
+    @abstractmethod
+    def reset(self) -> None: ...
+
+
+class PairState(Enum):
+    INITIAL = 1
+    OPEN = 2
+    CLOSED = 3