Commit Graph

100 Commits

Author SHA1 Message Date
oleg 69a0b19e9f dev progress 2025-12-31 08:03:26 +00:00
oleg 121c85def0 dev progress 2025-12-30 10:52:33 +00:00
Oleg Sheynin 2e32b26fad dev progress 2025-12-28 19:30:00 +00:00
Oleg Sheynin ba2a6cd2eb progress 2025-12-23 03:14:41 +00:00
Oleg Sheynin 8b115cee75 renewed development 2025-12-22 23:58:41 +00:00
Oleg Sheynin e97f76222c progress 2025-12-19 23:06:20 +00:00
Oleg Sheynin 38e1621b2f progress 2025-12-19 23:04:31 +00:00
Oleg Sheynin 7d137a1a0e fixed OLS model 2025-08-21 00:46:28 +00:00
Oleg Sheynin 0423a7d34f progress. not ready, changing live_strategy.py to use ExchangeInstrument and new TradingInstruction class 2025-08-05 21:48:23 +00:00
Oleg Sheynin 7ab09669b4 progress 2025-08-02 01:49:09 +00:00
Oleg Sheynin 73f36ddcea progress 2025-08-02 00:12:31 +00:00
Oleg Sheynin 80c3e8d54b progress 2025-08-02 00:12:04 +00:00
Oleg Sheynin 8e6ac39674 added window size optimization classes 2025-07-31 18:53:42 +00:00
Oleg Sheynin 0af334bdf9 initial cleaning after refactoring 2025-07-30 23:23:22 +00:00
Oleg Sheynin b474752959 initial cleaning after refactoring 2025-07-30 23:15:24 +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 c1c72f46a6 trades performance analysis 2025-07-30 17:08:06 +00:00
Oleg Sheynin 566dd9bbdc refactoring progress: VECM, fixes 2025-07-30 05:08:26 +00:00
Oleg Sheynin ed0c0fecb2 refactoring the code for pairs, models, strategy 2025-07-30 04:08:02 +00:00
Oleg Sheynin 71822c64b0 progress 2025-07-25 20:39:59 +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 a7b4777f76 bug fix 2025-07-24 07:44:33 +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 31eb9f800c bug fix 2025-07-22 17:25:16 +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 28386cdf12 fix trading pair, loading scripts 2025-07-20 18:11:45 +00:00
Oleg Sheynin fb3dc68a1d minor: rename 2025-07-19 01:49:46 +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