Cointegration Python to Amibroker

Cointegration.py

#Python Code for cointegration, adftest, critical values - Values will be returned to Amibroker

import numpy as np
import pandas as pd
import statsmodels
from statsmodels.tsa.stattools import coint
import statsmodels.api as stat
import statsmodels.tsa.stattools as ts
from datetime import date


def adf(array1,array2,lookback,element):
    df1=pd.DataFrame.from_records({'Close': array1})
    df2=pd.DataFrame.from_records({'Close': array2})
    result = stat.OLS(df1[['Close']].tail(int(lookback)), df2[['Close']].tail(int(lookback))).fit()
    a = ts.adfuller(result.resid)
    return a[int(element)]

def criticalvalues(array1,array2,lookback,element,str):
    df1=pd.DataFrame.from_records({'Close': array1})
    df2=pd.DataFrame.from_records({'Close': array2})
    result = stat.OLS(df1[['Close']].tail(int(lookback)), df2[['Close']].tail(int(lookback))).fit()
    a = ts.adfuller(result.resid)
    return a[int(element)][str]