research/stat_pairs_backtest
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fix

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This commit is contained in:
Oleg Sheynin
2025-07-15 03:57:18 +00:00
parent 9c91f37bcc
commit bff1c54b48
2 changed files with 2266 additions and 2214 deletions
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lib/pt_trading/trading_pair.py
+1 -1
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@@ -73,7 +73,7 @@ class TradingPair:
drop=True
) # do not dropna() since irrelevant symbol would affect dataset
return result_df
return result_df.dropna()
def get_datasets(
self,
research/notebooks/pt_sliding.ipynb
+2262 -2210
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