This commit is contained in:
Oleg Sheynin
2025-07-21 05:15:33 +00:00
parent 28386cdf12
commit b87b40a6ed
11 changed files with 253 additions and 510 deletions
+5 -1
View File
@@ -2,7 +2,7 @@ from abc import ABC, abstractmethod
from enum import Enum
from typing import Dict, Optional, cast
import pandas as pd # type: ignore[import]
import pandas as pd
from pt_trading.results import BacktestResult
from pt_trading.trading_pair import TradingPair
@@ -28,4 +28,8 @@ class PairsTradingFitMethod(ABC):
@abstractmethod
def reset(self) -> None: ...
@abstractmethod
def create_trading_pair(
self, config: Dict, market_data: pd.DataFrame, symbol_a: str, symbol_b: str, price_column: str
) -> TradingPair: ...