code: def __init__(self, feed, instrument1, instrument2, windowSize):
      super(StatArb, self).__init__(feed)
      self.setUseAdjustedValues(True)
      self.__statArbHelper = StatArbHelper(
          feed[instrument1].getAdjCloseDataSeries(),
          feed[instrument2].getAdjCloseDataSeries(),
          windowSize,
      )
      self.__i1 = instrument1
      self.__i2 = instrument2
  
      # These are used only for plotting purposes.
      self.__spread = dataseries.SequenceDataSeries()
      self.__hedgeRatio = dataseries.SequenceDataSeries()
  
imports: from __future__ import print_function
  from pyalgotrade import strategy
  from pyalgotrade import dataseries
  from pyalgotrade.dataseries import aligned
  from pyalgotrade import plotter
  from pyalgotrade.barfeed import yahoofeed
  from pyalgotrade.stratanalyzer import sharpe
  import numpy
  import statsmodels.api
label_desc: Use image node_id 1 to create a new StatArb object from inherited base classes: strategy with example: obj = StatArb(feed, instrument1, instrument2, windowSize)