'Here, we are calculating beta and volatility ratio
for our signal indicators.
Consider calculating other statistics here:
- stddevs of errs
- correlations
- co-integration'

def __calculate_strategy_params(self):

    [symbol_a, symbol_b] = self.symbols
    filled_prices = self.prices.fillna(method='ffill')
    resampled = filled_prices.resample(self.strategy_params.resample_interval_secs, fill_method='ffill').dropna()
    mean = resampled.mean()
    beta = (mean[symbol_a] / mean[symbol_b])
    stddevs = resampled.pct_change().dropna().std()
    volatility_ratio = (stddevs[symbol_a] / stddevs[symbol_b])
    self.strategy_params.add_indicators(beta, volatility_ratio)
