diff --git a/quants_lab/strategy/directional_strategy_base.py b/quants_lab/strategy/directional_strategy_base.py index b75d049..afe2502 100644 --- a/quants_lab/strategy/directional_strategy_base.py +++ b/quants_lab/strategy/directional_strategy_base.py @@ -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)