progress and result.py fixes

This commit is contained in:
Oleg Sheynin
2025-07-24 06:51:46 +00:00
parent 577fb5c109
commit e30b0df4db
10 changed files with 587 additions and 855 deletions
+8 -3
View File
@@ -20,8 +20,6 @@ from pt_trading.fit_methods import PairsTradingFitMethod
from pt_trading.trading_pair import TradingPair
def run_strategy(
config: Dict,
datafile: str,
@@ -44,7 +42,14 @@ def run_strategy(
config_copy = config.copy()
config_copy["instruments"] = instruments
market_data_df = load_market_data(datafile, config=config_copy)
market_data_df = load_market_data(
datafile=datafile,
exchange_id=config_copy["exchange_id"],
instruments=config_copy["instruments"],
instrument_id_pfx=config_copy["instrument_id_pfx"],
db_table_name=config_copy["db_table_name"],
trading_hours=config_copy["trading_hours"],
)
for a_index, b_index in unique_index_pairs:
pair = fit_method.create_trading_pair(