progress

2025-07-25 20:20:23 +00:00
parent 21a473a4c2
commit c2f701e3a2
15 changed files with 5693 additions and 109 deletions
@@ -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,
            )