Filippos101

# Output the current positions
print("Long position in security A:", long_A)
print("Short position in security B:", short_B)

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long_A = 0
short_B = 0

# Check if the z-score is above the entry threshold
if z_score > entry_threshold:
  # Enter a long position in security A and a short position in security B
  long_A = 1000
  short_B = -1000

# Check if the z-score is below the exit threshold

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# Set the threshold for entering and exiting trades
entry_threshold = 1.0
exit_threshold = 0.5

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# Calculate the current z-score of the spread
current_spread = df_A['Close'].iloc[-1] - df_B['Close'].iloc[-1]
z_score = (current_spread - mean_spread) / std_spread

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# Calculate the mean and standard deviation of the spread
mean_spread = df_spread.mean()
std_spread = df_spread.std()

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# Calculate the spread between the two securities
df_spread = df_A['Close'] - df_B['Close']

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import pandas as pd

# Load historical price data for securities A and B
df_A = pd.read_csv('data_A.csv')
df_B = pd.read_csv('data_B.csv')

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  function onERC721Received(
        address operator,
        address,
        uint256,
        bytes memory data
    ) public virtual override returns (bytes4) {
        return this.onERC721Received.selector;
    }
}

Filippos101

WETH.transfer(initiator, WETH.balanceOf(address(this)));
        return true;
    }

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 address[] memory uni_path = new address[](2);
        uni_path[0] = address(NCT);
        uni_path[1] = address(WETH);
        ROUTER_V2.swapExactTokensForTokens(
            NCT.balanceOf(address(this)),
            0,
            uni_path,
            address(this),
            block.timestamp + 1
        );