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refactoring the code for pairs, models, strategy

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Oleg Sheynin
2025-07-30 04:08:02 +00:00
parent 71822c64b0
commit ed0c0fecb2
18 changed files with 3004 additions and 287 deletions
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lib/pt_trading/trading_pair.py
+2 -2
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@@ -119,8 +119,8 @@ class TradingPair(ABC):
return
execution_price_column = self.config_["execution_price"]["column"]
execution_price_shift = self.config_["execution_price"]["shift"]
self.market_data_[f"exec_price_{self.symbol_a_}"] = self.market_data_[f"{self.stat_model_price_}_{self.symbol_a_}"].shift(-execution_price_shift)
self.market_data_[f"exec_price_{self.symbol_b_}"] = self.market_data_[f"{self.stat_model_price_}_{self.symbol_b_}"].shift(-execution_price_shift)
self.market_data_[f"exec_price_{self.symbol_a_}"] = self.market_data_[f"{execution_price_column}_{self.symbol_a_}"].shift(-execution_price_shift)
self.market_data_[f"exec_price_{self.symbol_b_}"] = self.market_data_[f"{execution_price_column}_{self.symbol_b_}"].shift(-execution_price_shift)
self.market_data_ = self.market_data_.dropna().reset_index(drop=True)