`arbitragelab.spread_selection.base`

Abstract pair selector class.

Module Contents

Classes

AbstractPairsSelector

This is an abstract class for pairs selectors objects.

class AbstractPairsSelector

Bases: abc.ABC

This is an abstract class for pairs selectors objects. It has abstract method select_pairs(), which needs to be implemented.

__slots__ = ()

abstract select_spreads(): Method which selects pairs based on some predefined criteria.