fix close position trades

configuration/vecm.cfg

@@ -14,8 +14,11 @@
 
     # ====== Funding ======
     "funding_per_pair": 2000.0,
+  
     # ====== Trading Parameters ======
-    "price_column": "close",
+    # "price_column": "close",
+    "price_column": "vwap",
+  
     "execution_price": {
         "column": "vwap",
         "shift": 1,

lib/pt_trading/rolling_window_fit.py

@@ -146,8 +146,13 @@ class RollingFit(PairsTradingFitMethod):
             print(f"{pair}:  *** Position is NOT CLOSED. ***")
             # outstanding positions
             if config["close_outstanding_positions"]:
+                close_position_row = pair.market_data_.iloc[-1]
+                close_position_row["disequilibrium"] = 0.0
+                close_position_row["scaled_disequilibrium"] = 0.0
+                close_position_row["signed_scaled_disequilibrium"] = 0.0
+                
                 close_position_trades = self._get_close_trades(
-                    pair=pair, row=pred_row, close_threshold=close_threshold
+                    pair=pair, row=close_position_row, close_threshold=close_threshold
                 )
                 if close_position_trades is not None:
                     close_position_trades["status"] = PairState.CLOSE_POSITION.name