research/stat_pairs_backtest
2
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

progress

Browse Source
This commit is contained in:
Oleg Sheynin
2026-01-12 21:26:15 +00:00
parent bd6cf1d4d0
commit c0fabcb429
15 changed files with 1205 additions and 568 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/pt_strategy/research_strategy.py
+2 -2
View File
@@ -95,8 +95,8 @@ class PtResearchStrategy:
pair = self.trading_pair_
trades = None
open_threshold = self.config_.get_value("dis-equilibrium_open_trshld")
close_threshold = self.config_.get_value("dis-equilibrium_close_trshld")
open_threshold = self.config_.get_value("model/disequilibrium/open_trshld")
close_threshold = self.config_.get_value("model/disequilibrium/close_trshld")
scaled_disequilibrium = prediction.scaled_disequilibrium_
abs_scaled_disequilibrium = abs(scaled_disequilibrium)