research/stat_pairs_backtest
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This commit is contained in:
Oleg Sheynin
2026-02-10 00:59:02 +00:00
parent 2a118d4600
commit ecc1c1de5d
19 changed files with 49 additions and 47 deletions
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apps/pair_selector/pair_selector.py
+7 -7
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@@ -13,13 +13,13 @@ from statsmodels.tsa.stattools import adfuller, coint # type: ignore
from statsmodels.tsa.vector_ar.vecm import coint_johansen # type: ignore
from cvttpy_tools.app import App
from cvttpy_tools.base import NamedObject
from cvttpy_tools.config import Config, CvttAppConfig
from cvttpy_tools.logger import Log
from cvttpy_tools.timeutils import NanoPerSec, SecPerHour, current_nanoseconds
from cvttpy_tools.web.rest_client import RESTSender
from cvttpy_tools.web.rest_service import RestService
from cvttpy_tools.base.app import App
from cvttpy_tools.base.base import NamedObject
from cvttpy_tools.base.config import Config, CvttAppConfig
from cvttpy_tools.base.logger import Log
from cvttpy_tools.base.timeutils import NanoPerSec, SecPerHour, current_nanoseconds
from cvttpy_tools.comm.web.rest_client import RESTSender
from cvttpy_tools.comm.web.rest_service import RestService
from cvttpy_trading.trading.exchange_config import ExchangeAccounts
from cvttpy_trading.trading.instrument import ExchangeInstrument
apps/pair_selector/renderer.py
+3 -3
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@@ -3,9 +3,9 @@ from __future__ import annotations
from typing import Any, Dict, List
from cvttpy_tools.app import App
from cvttpy_tools.base import NamedObject
from cvttpy_tools.config import CvttAppConfig
from cvttpy_tools.base.app import App
from cvttpy_tools.base.base import NamedObject
from cvttpy_tools.base.config import CvttAppConfig
class HtmlRenderer(NamedObject):
apps/pair_trader.py
+6 -6
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@@ -4,13 +4,13 @@ import asyncio
from typing import Callable, Coroutine, Dict, List
import aiohttp.web as web
from cvttpy_tools.app import App
from cvttpy_tools.config import Config
from cvttpy_tools.base import NamedObject
from cvttpy_tools.config import CvttAppConfig
from cvttpy_tools.logger import Log
from cvttpy_tools.base.app import App
from cvttpy_tools.base.config import Config
from cvttpy_tools.base.base import NamedObject
from cvttpy_tools.base.config import CvttAppConfig
from cvttpy_tools.base.logger import Log
from cvttpy_tools.settings.cvtt_types import BookIdT
from cvttpy_tools.web.rest_service import RestService
from cvttpy_tools.comm.web.rest_service import RestService
# ---
from cvttpy_trading.trading.instrument import ExchangeInstrument