diff --git a/src/__pycache__/data_loader.cpython-312.pyc b/src/__pycache__/data_loader.cpython-312.pyc deleted file mode 100644 index 3bc2e4f..0000000 Binary files a/src/__pycache__/data_loader.cpython-312.pyc and /dev/null differ diff --git a/src/pt_backtest.py b/src/pt_backtest.py index 545c715..96dd56e 100644 --- a/src/pt_backtest.py +++ b/src/pt_backtest.py @@ -263,6 +263,7 @@ def create_trading_signals(vecm_fit, testing_pair_df, pair: TradingPair) -> pd.D ) pair_result_df["abs_equilibrium"] = np.abs(pair_result_df["equilibrium"]) + pair_result_df["scaled_equilibrium"] = pair_result_df["abs_equilibrium"] / (abs(beta[0]) * pair_result_df[colname_a] + abs(beta[1]) * pair_result_df[colname_b]) # Reset index to ensure proper indexing pair_result_df = pair_result_df.reset_index()