progress

2026-01-12 21:26:15 +00:00
parent bd6cf1d4d0
commit c0fabcb429
15 changed files with 1205 additions and 568 deletions
@@ -50,11 +50,11 @@ class TradingPair(NamedObject, ABC):
        self.instruments_ = instruments
        self.instruments_[0].user_data_["symbol"] = instruments[0].instrument_id().split("-", 1)[1]
        self.instruments_[1].user_data_["symbol"] = instruments[1].instrument_id().split("-", 1)[1]        
+        self.stat_model_price_ = config.get_value("model/stat_model_price")
        
    def run(self, market_data: pd.DataFrame, data_params: DataWindowParams) -> Prediction:  # type: ignore[assignment]
        self.market_data_ = market_data[
-            data_params.training_start_index_ : data_params.training_start_index_
-            + data_params.training_size_
+            data_params.training_start_index_ : data_params.training_start_index_ + data_params.training_size_
        ]
        return self.model_.predict(pair=self)

@@ -93,7 +93,6 @@ class ResearchTradingPair(TradingPair):
        assert len(instruments) == 2, "Trading pair must have exactly 2 instruments"
        super().__init__(config=config, instruments=instruments)

-        self.stat_model_price_ = config.get_value("stat_model_price")
        self.user_data_ = {
            "state": PairState.INITIAL,
        }