Pairs trading research and execution on backtrader  any tips?

Hi, I am new to backtrader. Wonder if there is any existing frameworks on pair trading which I can learn and build from, in python / backtrader space.
https://www.bloomberg.com/professional/blog/pairtradingitscomplicatedparti/
https://www.bloomberg.com/professional/blog/pairtradingitscomplicatedpartiiithisisnotyourstandardalgorithm/

There is a Pair Trading contributed sample for
backtrader
in the sources undersamples/contrib/pairtrading
But I recall that the
OLS
technique it uses may be broken due to changes in the OLS API. This thread tackled it a few days ago:Apparently
add_constant
was missing after some API got updated.

Can you please elaborate on the above please. Or anyone else with the knowledge.
When I run 'pairtrading.py' script, yes I get the error 'NameError: name 'prepend_constant' is not defined', as it brings up the 'ols.py' script.
Diving into the problem, it stems from the class below. Pardon the code rendering, what should I do to render the code display properly?
Is there any copy and paste solution I can use to get it working? Think the issue lies in 'sm.add_constant(p1, prepend=prepend_constant)'
I have referred to https://stackoverflow.com/questions/2820453/displayhtmlcodeinhtml and https://community.backtrader.com/topic/734/ols_slope_interceptn/7 but to no avail.
class OLS_Slope_InterceptN(PeriodN):
'''
Calculates a linear regression usingstatsmodel.OLS
(Ordinary least
squares) of data1 on data0
Usespandas
andstatsmodels
Useprepend_constant
to influence the paramterprepend
of
sm.add_constant
'''
_mindatas = 2 # ensure at least 2 data feeds are passedpackages = ( ('pandas', 'pd'), ('statsmodels.api', 'sm'), ) lines = ('slope', 'intercept',) params = ( ('period', 10), ('prepend_constant', True), ) def next(self): p0 = pd.Series(self.data0.get(size=self.p.period)) p1 = pd.Series(self.data1.get(size=self.p.period)) p1 = sm.add_constant(p1, prepend=prepend_constant) slope, intercept = sm.OLS(p0, p1).fit().params self.lines.slope[0] = slope self.lines.intercept[0] = intercept

Took me 2 full days to realize that I only needed to restart my kernel to reset the namespace after making the edits

hi @tommark , I'm getting the same error as you mentioned
preprend_constant is not defined
.Can you please let me know what you meant by restarting the kernel in your case? I was assuming you meant restart the actual python interpreter (or your machine)? I'm not actually running on a Jupyter notebook or anything, so was a bit confused on your comment.
Anyway, after looking at @jirathh 's last comment here  https://community.backtrader.com/topic/734/ols_slope_interceptn/12, I took a wild guess and changed that line offending line to this 
p1 = sm.add_constant(p1, prepend=True)
Seems to work, but I haven't dug into any details on the actual root cause yet.

change
sm.add_constant(p1, prepend=prepend_constant)
to
sm.add_constant(p1, prepend=self.params.prepend_constant)the 'self.params' should be intact

@tommark said in Pairs trading research and execution on backtrader  any tips?:
self.params
ah perfect, that works.
thanks @tommark