Commit Graph

56 Commits

Author SHA1 Message Date
Oleg Sheynin 2a118d4600 sorted by sum(cum_rank) 2026-02-05 05:00:31 +00:00
Oleg Sheynin 98f6defe96 0.0.8 2026-02-05 04:05:53 +00:00
Oleg Sheynin c0fabcb429 progress 2026-01-12 21:26:15 +00:00
Oleg Sheynin bd6cf1d4d0 progress. Initial untested version 2026-01-11 18:17:05 +00:00
Oleg Sheynin b196863a34 progress 2026-01-11 13:33:58 +00:00
oleg 121c85def0 dev progress 2025-12-30 10:52:33 +00:00
Oleg Sheynin 73f36ddcea progress 2025-08-02 00:12:31 +00:00
Oleg Sheynin 0af334bdf9 initial cleaning after refactoring 2025-07-30 23:23:22 +00:00
Oleg Sheynin 1b6b5e5735 refactored code. before cleaning 2025-07-30 20:11:25 +00:00
Oleg Sheynin 1d73ce8070 progress 2025-07-30 18:13:37 +00:00
Oleg Sheynin ed0c0fecb2 refactoring the code for pairs, models, strategy 2025-07-30 04:08:02 +00:00
Oleg Sheynin c2f701e3a2 progress 2025-07-25 20:20:23 +00:00
Oleg Sheynin 21a473a4c2 fix close position trades 2025-07-25 18:21:52 +00:00
Oleg Sheynin 98a15d301a bug fix - multiple dates 2025-07-25 07:04:44 +00:00
Oleg Sheynin bcf4447cb6 bug fixes 2025-07-25 06:39:17 +00:00
Oleg Sheynin 1af35000ab cleaning 2025-07-25 01:28:59 +00:00
Oleg Sheynin 2c08b6f1a9 intermarket fix for weekends 2025-07-25 00:47:19 +00:00
Oleg Sheynin 24f1f82d1f fixes to notebook 2025-07-24 22:45:21 +00:00
Oleg Sheynin af0a6f62a9 progress 2025-07-24 21:09:13 +00:00
Oleg Sheynin e30b0df4db progress and result.py fixes 2025-07-24 06:51:46 +00:00
Oleg Sheynin 577fb5c109 notebook progress 2025-07-23 03:32:43 +00:00
Oleg Sheynin e0138907be progress 2025-07-23 02:56:00 +00:00
Oleg Sheynin b7292c11f3 notebook cleaning 2025-07-23 02:11:02 +00:00
Oleg Sheynin aac8b9dc50 fixes 2025-07-22 18:04:23 +00:00
Oleg Sheynin 9bb36dddd7 notebook fixes 2025-07-22 17:42:14 +00:00
Oleg Sheynin 0e83142d0a progress: added zscore fit 2025-07-22 00:20:14 +00:00
Oleg Sheynin b87b40a6ed progress 2025-07-21 05:15:33 +00:00
Oleg Sheynin c776c95d69 progress: stop signals 2025-07-19 01:04:09 +00:00
Oleg Sheynin ca9fff8d88 progress 2025-07-18 23:13:11 +00:00
Oleg Sheynin 705330a9f7 progress 2025-07-18 22:51:29 +00:00
Oleg Sheynin 2272a31765 cointegration test initial 2025-07-17 00:19:49 +00:00
Oleg Sheynin facf7fb0c6 Using timezone for trading session 2025-07-16 18:17:34 +00:00
Oleg Sheynin 9c34d935bd added close position and trade session 2025-07-16 18:06:33 +00:00
Oleg Sheynin 20f150a6b7 progress 2025-07-16 03:21:14 +00:00
Oleg Sheynin d46bcb64d6 progress 2025-07-16 03:06:16 +00:00
Oleg Sheynin 26659ede12 fix pair market data 2025-07-16 02:32:16 +00:00
Oleg Sheynin e9995312a0 minor 2025-07-15 22:26:10 +00:00
Oleg Sheynin fe2ebbb27f fixed 2025-07-15 20:32:11 +00:00
Oleg Sheynin ddd9f4adb9 progress 2025-07-15 19:29:26 +00:00
Oleg Sheynin 4bc947cf07 progress 2025-07-15 19:24:18 +00:00
Oleg Sheynin 51944b3a2f progress 2025-07-15 04:14:57 +00:00
Oleg Sheynin bff1c54b48 fix 2025-07-15 03:57:18 +00:00
Oleg Sheynin 9c91f37bcc progress 2025-07-15 03:37:29 +00:00
Oleg Sheynin 76547e1176 progress 2025-07-15 02:52:10 +00:00
Oleg Sheynin 80cf1b60ef outstanding positions bug fix 2025-07-15 00:10:46 +00:00
Oleg Sheynin 94ffb32f50 progress 2025-07-14 22:42:08 +00:00
Oleg Sheynin 967c01c367 progress 2025-07-14 22:26:52 +00:00
Oleg Sheynin 747ca05b16 progress 2025-07-14 21:56:28 +00:00
Oleg Sheynin 30ae95a808 minor 2025-07-14 19:07:28 +00:00
Oleg Sheynin bcba183768 cleaned up sliding notebook 2025-07-14 19:05:19 +00:00