research/stat_pairs_backtest
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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
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lib/tools/viz/viz_trades.py
+8 -8
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@@ -105,8 +105,8 @@ def visualize_trades(strategy: PtResearchStrategy, results: PairResearchResult,
type="line",
x0=timeline_df['tstamp'].min(),
x1=timeline_df['tstamp'].max(),
y0=strategy.config_.get_value('dis-equilibrium_open_trshld'),
y1=strategy.config_.get_value('dis-equilibrium_open_trshld'),
y0=strategy.config_.get_value('model/disequilibrium/open_trshld'),
y1=strategy.config_.get_value('model/disequilibrium/open_trshld'),
line=dict(color="purple", width=2, dash="dot"),
opacity=0.7,
row=1, col=1
@@ -116,8 +116,8 @@ def visualize_trades(strategy: PtResearchStrategy, results: PairResearchResult,
type="line",
x0=timeline_df['tstamp'].min(),
x1=timeline_df['tstamp'].max(),
y0=-strategy.config_.get_value('dis-equilibrium_open_trshld'),
y1=-strategy.config_.get_value('dis-equilibrium_open_trshld'),
y0=-strategy.config_.get_value('model/disequilibrium/open_trshld'),
y1=-strategy.config_.get_value('model/disequilibrium/open_trshld'),
line=dict(color="purple", width=2, dash="dot"),
opacity=0.7,
row=1, col=1
@@ -127,8 +127,8 @@ def visualize_trades(strategy: PtResearchStrategy, results: PairResearchResult,
type="line",
x0=timeline_df['tstamp'].min(),
x1=timeline_df['tstamp'].max(),
y0=strategy.config_.get_value('dis-equilibrium_close_trshld'),
y1=strategy.config_.get_value('dis-equilibrium_close_trshld'),
y0=strategy.config_.get_value('model/disequilibrium/close_trshld'),
y1=strategy.config_.get_value('model/disequilibrium/close_trshld'),
line=dict(color="brown", width=2, dash="dot"),
opacity=0.7,
row=1, col=1
@@ -138,8 +138,8 @@ def visualize_trades(strategy: PtResearchStrategy, results: PairResearchResult,
type="line",
x0=timeline_df['tstamp'].min(),
x1=timeline_df['tstamp'].max(),
y0=-strategy.config_.get_value('dis-equilibrium_close_trshld'),
y1=-strategy.config_.get_value('dis-equilibrium_close_trshld'),
y0=-strategy.config_.get_value('model/disequilibrium/close_trshld'),
y1=-strategy.config_.get_value('model/disequilibrium/close_trshld'),
line=dict(color="brown", width=2, dash="dot"),
opacity=0.7,
row=1, col=1