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@@ -4,6 +4,8 @@ from datetime import date, datetime
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from typing import Any, Dict, List, Optional, Tuple
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import pandas as pd
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from cvttpy_trading.trading.instrument import ExchangeInstrument
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from pairs_trading.lib.pt_strategy.trading_pair import TradingPair
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@@ -120,7 +122,7 @@ def store_config_in_database(
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config_file_path: str,
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config: Dict,
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datafiles: List[Tuple[str, str]],
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instruments: List[Dict[str, str]],
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instruments: List[ExchangeInstrument],
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) -> None:
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"""
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Store configuration information in the database for reference.
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@@ -141,7 +143,7 @@ def store_config_in_database(
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datafiles_str = ", ".join([f"{datafile}" for _, datafile in datafiles])
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instruments_str = ", ".join(
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[
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f"{inst['symbol']}:{inst['instrument_type']}:{inst['exchange_id']}"
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inst.details_short()
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for inst in instruments
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]
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)
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@@ -292,7 +294,7 @@ class PairResearchResult:
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pair_return = symbol_a_return + symbol_b_return
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# Create round-trip records for both symbols
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funding_per_position = self.config_.get("funding_per_pair", 10000) / 2
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funding_per_position = self.config_.get_value("funding_per_pair", 10000) / 2
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# Symbol A round-trip
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day_roundtrips.append({
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