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
2025-07-25 20:20:23 +00:00
parent 21a473a4c2
commit c2f701e3a2
15 changed files with 5693 additions and 109 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/pt_trading/results.py
+2 -2
View File
@@ -431,7 +431,7 @@ class BacktestResult:
f" Close Dis-eq: {trd['open_scaled_disequilibrium']:.2f}"
print(
f" {trd['open_time'].time()} {trd['symbol']}: "
f" {trd['open_time'].time()}-{trd['close_time'].time()} {trd['symbol']}: "
f" {trd['open_side']} @ ${trd['open_price']:.2f},"
f" {trd["close_side"]} @ ${trd["close_price"]:.2f},"
f" Return: {trd['symbol_return']:.2f}%{disequil_info}"
@@ -552,7 +552,7 @@ class BacktestResult:
last_row = pair_result_df.loc[last_row_index]
last_tstamp = last_row["tstamp"]
colname_a, colname_b = pair.colnames()
colname_a, colname_b = pair.exec_prices_colnames()
last_px_a = last_row[colname_a]
last_px_b = last_row[colname_b]