Pairs Trading
Open
enhancement
question
- Dominant language
- Python
- Stars
- 9k
- Forks
- 1.5k
- PR merge metrics
- No merged PRs in 30d
Description
So currently the Library can only support a single instrument. I would like to extend it for pairs Trading (Two instruments) Buying one selling other.
Any advice will be helpful.
Contributor guide
Research direction
No files, tests, or entry points are identified in the issue. Start by locating how the library currently models and backtests a single instrument, then determine the design needed for buying one instrument while selling another. Done should mean pairs-trading strategies are supported and covered by tests, but the scope requires maintainer guidance.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100