Pair Trading with Integrated PNL
Hi All, I have seen the pair trading examples and discussion but the long and short leg are treated as different trades.
How do I combined the PNL together to see together as one.
And my writer CSV file is having too much repetitive data. How can I remove it?
I am trying to get a list of self.data[-39:0] to compare with self.data...
How do I get the list of data for self.data[-39:0]?