Hi there,

I try to write a pairs trading strategy based on co-integration. This is supposed to be fun project to learn qc datastructur etc.. Unfortunately I do run into various troubles all the time. Maybe someone could help me with this one. In the current algo, I have created two rolling windows. Data should be only added if both assets are present in the onData dataset. If the Windows are ready, cointegration would be estimated. However, this never happens. Any thoughs on that? Note: the SPY position is only for testing since I am also not able to get any log messages to work.