From 30ae95a80838651b11495031b209321712db80f0 Mon Sep 17 00:00:00 2001
From: Oleg Sheynin <osheynin@cryptovaltrading.com>
Date: Mon, 14 Jul 2025 19:07:28 +0000
Subject: [PATCH] minor

---
 research/notebooks/pt_sliding.ipynb | 60 ++++++++++++++++++++++-------
 1 file changed, 46 insertions(+), 14 deletions(-)

diff --git a/research/notebooks/pt_sliding.ipynb b/research/notebooks/pt_sliding.ipynb
index 9900def..a3086ef 100644
--- a/research/notebooks/pt_sliding.ipynb
+++ b/research/notebooks/pt_sliding.ipynb
@@ -129,7 +129,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 5,
+      "execution_count": 3,
       "metadata": {},
       "outputs": [],
       "source": [
@@ -205,7 +205,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 6,
+      "execution_count": 4,
       "metadata": {},
       "outputs": [
         {
@@ -311,7 +311,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 7,
+      "execution_count": 5,
       "metadata": {},
       "outputs": [
         {
@@ -434,7 +434,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 9,
+      "execution_count": 6,
       "metadata": {},
       "outputs": [
         {
@@ -550,7 +550,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 10,
+      "execution_count": 7,
       "metadata": {},
       "outputs": [
         {
@@ -617,7 +617,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 11,
+      "execution_count": 8,
       "metadata": {},
       "outputs": [
         {
@@ -742,7 +742,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 13,
+      "execution_count": 9,
       "metadata": {},
       "outputs": [
         {
@@ -754,6 +754,16 @@
             "=== SLIDING FIT ANALYSIS ===\n",
             "Processing first 200 iterations for demonstration...\n",
             "***COIN & MSTR*** STARTING....\n",
+            "********************************************************************************\n",
+            "Pair COIN & MSTR (0) IS COINTEGRATED\n",
+            "********************************************************************************\n",
+            "3\r"
+          ]
+        },
+        {
+          "name": "stdout",
+          "output_type": "stream",
+          "text": [
             "COIN & MSTR:  272 Not enough training data. Completing the job.\n",
             "OPEN_TRADES: 2025-06-05 15:40:00 open_scaled_disequilibrium=np.float64(2.1021479687626523)\n",
             "OPEN TRADES:\n",
@@ -972,7 +982,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 14,
+      "execution_count": 10,
       "metadata": {},
       "outputs": [
         {
@@ -1102,7 +1112,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": null,
+      "execution_count": 11,
       "metadata": {},
       "outputs": [
         {
@@ -1126,7 +1136,30 @@
             "=== SLIDING FIT INTERACTIVE VISUALIZATION ===\n",
             "Note: Sliding strategy visualization with interactive plotly charts\n",
             "Using consistent timeline with 391 timestamps\n",
-            "Timeline range: 2025-06-05 13:30:00 to 2025-06-05 20:00:00\n"
+            "Timeline range: 2025-06-05 13:30:00 to 2025-06-05 20:00:00\n",
+            "Symbol_A trades:                   time action symbol     price  disequilibrium  \\\n",
+            "0  2025-06-05 15:40:00   SELL   COIN  260.4650        1.991597   \n",
+            "2  2025-06-05 16:02:00    BUY   COIN  259.3853        0.208324   \n",
+            "4  2025-06-05 16:31:00   SELL   COIN  259.6200        1.917107   \n",
+            "6  2025-06-05 16:42:00    BUY   COIN  257.2800        0.471149   \n",
+            "8  2025-06-05 16:46:00    BUY   COIN  254.6100       -2.275201   \n",
+            "10 2025-06-05 17:34:00   SELL   COIN  252.8300        0.248202   \n",
+            "12 2025-06-05 18:51:00   SELL   COIN  245.7700       61.682717   \n",
+            "14 2025-06-05 19:10:00    BUY   COIN  245.5900        9.682403   \n",
+            "16 2025-06-05 19:15:00   SELL   COIN  244.0200      325.962059   \n",
+            "18 2025-06-05 19:16:00    BUY   COIN  243.2700      -22.525948   \n",
+            "\n",
+            "    scaled_disequilibrium         pair status  \n",
+            "0                2.102148  COIN & MSTR   OPEN  \n",
+            "2                0.744767  COIN & MSTR  CLOSE  \n",
+            "4                2.070428  COIN & MSTR   OPEN  \n",
+            "6                0.762836  COIN & MSTR  CLOSE  \n",
+            "8                2.199766  COIN & MSTR   OPEN  \n",
+            "10               0.957174  COIN & MSTR  CLOSE  \n",
+            "12               2.114991  COIN & MSTR   OPEN  \n",
+            "14               0.979289  COIN & MSTR  CLOSE  \n",
+            "16               2.006393  COIN & MSTR   OPEN  \n",
+            "18               0.701777  COIN & MSTR  CLOSE  \n"
           ]
         },
         {
@@ -3643,9 +3676,9 @@
             },
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                  ).then(function(){\n",
               "                            \n",
-              "var gd = document.getElementById('8f230951-bbad-4d42-a9c2-eb03eeece80c');\n",
+              "var gd = document.getElementById('e66778b8-c4b2-4e38-93d9-7ab3c627653a');\n",
               "var x = new MutationObserver(function (mutations, observer) {{\n",
               "        var display = window.getComputedStyle(gd).display;\n",
               "        if (!display || display === 'none') {{\n",
@@ -3870,7 +3903,6 @@
         "            row=2, col=1\n",
         "        )\n",
         "\n",
-        "# 3. Symbol_A Market Data with Trading Signals (moved to bottom)\n",
         "    fig.add_trace(\n",
         "        go.Scatter(\n",
         "            x=symbol_a_data['tstamp'],\n",
@@ -4079,7 +4111,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 22,
+      "execution_count": 12,
       "metadata": {},
       "outputs": [
         {