8000 Add cointegration module and update streaming scripts by briangu · Pull Request #18 · briangu/klongpy · GitHub
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Add cointegration module and update streaming scripts #18

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@briangu briangu commented May 19, 2025

Summary

  • add cointegration wrapper library and doc page
  • reference cointegration feature in README and docs index
  • add cointegration example for pairs trading
  • enh 8000 ance Alpaca feed scripts with reconnect logic and delta sync hooks

Testing

  • pip3 install -e .[full] (failed: Could not find a version that satisfies the requirement setuptools>=40.8.0)
  • python3 -m unittest (failed to import modules: ModuleNotFoundError: No module named 'numpy')

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