progress

strategy/pair_strategy.py

@@ -23,7 +23,6 @@ from pt_trading.trading_pair import TradingPair
 def run_strategy(
     config: Dict,
     datafile: str,
-    price_column: str,
     fit_method: PairsTradingFitMethod,
     instruments: List[str],
 ) -> BacktestResult:
@@ -56,7 +55,6 @@ def run_strategy(
                 market_data=market_data_df,
                 symbol_a=instruments[a_index],
                 symbol_b=instruments[b_index],
-                price_column=price_column,
             )
             pairs.append(pair)
         return pairs
@@ -161,7 +159,6 @@ def main() -> None:
         )
 
     # Process each data file
-    price_column = config["price_column"]
 
     for datafile in datafiles:
         print(f"\n====== Processing {os.path.basename(datafile)} ======")
@@ -187,7 +184,6 @@ def main() -> None:
             bt_results = run_strategy(
                 config=config,
                 datafile=datafile,
-                price_column=price_column,
                 fit_method=fit_method,
                 instruments=instruments,
             )