(feat) add base pydantic config

This commit is contained in:
cardosofede
2023-07-20 15:48:59 +02:00
parent 73b8d1613a
commit 3447d650ef

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@@ -2,12 +2,16 @@ import os
from datetime import datetime
from typing import Optional
import pandas as pd
from pydantic import BaseModel
from quants_lab.labeling.triple_barrier_method import triple_barrier_method
class DirectionalStrategyBase:
def __init__(self, config: BaseModel):
self.config = config
def get_data(self, start: Optional[str] = None, end: Optional[str] = None):
df = self.get_raw_data()
return self.filter_df_by_time(df, start, end)