From 966d7e4b1f331d4dd3160bc002aca296c85bbc9c Mon Sep 17 00:00:00 2001
From: Oleg Sheynin <osheynin@gmail.com>
Date: Tue, 27 May 2025 15:26:02 -0400
Subject: [PATCH] progress

---
 src/__pycache__/data_loader.cpython-312.pyc | Bin 1227 -> 0 bytes
 src/pt_backtest.py                          |   1 +
 2 files changed, 1 insertion(+)
 delete mode 100644 src/__pycache__/data_loader.cpython-312.pyc

diff --git a/src/__pycache__/data_loader.cpython-312.pyc b/src/__pycache__/data_loader.cpython-312.pyc
deleted file mode 100644
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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()