bug fixes

configuration/vecm.cfg

@@ -16,6 +16,10 @@
     "funding_per_pair": 2000.0,
     # ====== Trading Parameters ======
     "price_column": "close",
+    "execution_price": {
+        "column": "vwap",
+        "shift": 1,
+    },
     "dis-equilibrium_open_trshld": 2.0,
     "dis-equilibrium_close_trshld": 1.0,
     "training_minutes": 120,

configuration/zscore.cfg

@@ -16,6 +16,10 @@
     "funding_per_pair": 2000.0,
     # ====== Trading Parameters ======
     "price_column": "close",
+    "execution_price": {
+        "column": "vwap",
+        "shift": 1,
+    },
     "dis-equilibrium_open_trshld": 2.0,
     "dis-equilibrium_close_trshld": 0.5,
     "training_minutes": 120,

lib/pt_trading/results.py

@@ -417,7 +417,7 @@ class BacktestResult:
 
             # Print pair returns with disequilibrium information
             day_return = 0.0
-            if self.pairs_trades_[pair]:
+            if pair in self.pairs_trades_:
 
                 print(f"{pair}:")
                 pair_return = 0.0

lib/tools/data_loader.py

@@ -6,6 +6,12 @@ import pandas as pd
 
 
 def load_sqlite_to_dataframe(db_path:str, query:str) -> pd.DataFrame:
+    df: pd.DataFrame = pd.DataFrame()
+    import os
+    if not os.path.exists(db_path):
+        print(f"WARNING: database file {db_path} does not exist")
+        return df
+
     try:
         conn = sqlite3.connect(db_path)
 

research/pt_backtest.py

@@ -81,6 +81,10 @@ def run_backtest(
         print(f"WARNING: insufficient data files: {datafiles}")
         return bt_result
 
+    if not all([os.path.exists(datafile) for datafile in datafiles]):
+        print(f"WARNING: data file {datafiles} does not exist")
+        return bt_result
+
     pairs_trades = []
 
     pairs = create_pairs(
@@ -138,10 +142,6 @@ def main() -> None:
     instruments = get_instruments(args, config)
     datafiles = resolve_datafiles(config, args.date_pattern, instruments)
 
-    if not datafiles:
-        print("No data files found to process.")
-        return
-
     days = list(set([day for day, _ in datafiles]))
     print(f"Found {len(datafiles)} data files to process:")
     for df in datafiles:
@@ -154,13 +154,18 @@ def main() -> None:
 
     # Initialize a dictionary to store all trade results
     all_results: Dict[str, Dict[str, Any]] = {}
+    is_config_stored = False
+    # Process each data file
+    price_column = config["price_column"]
 
-    # Store configuration in database for reference
+    for day in sorted(days):
-    if args.result_db.upper() != "NONE":
+        md_datafiles = [datafile for md_day, datafile in datafiles if md_day == day]
-        # Get list of all instruments for storage
+        if not all([os.path.exists(datafile) for datafile in md_datafiles]):
-
+            print(f"WARNING: insufficient data files: {md_datafiles}")
-        # Remove duplicates while preserving order
+            continue
+        print(f"\n====== Processing {day} ======")
 
+        if not is_config_stored:    
             store_config_in_database(
                 db_path=args.result_db,
                 config_file_path=args.config,
@@ -169,13 +174,7 @@ def main() -> None:
                 datafiles=datafiles,
                 instruments=instruments,
             )
-
+            is_config_stored = True
-    # Process each data file
-    price_column = config["price_column"]
-
-    for day in sorted(days):
-        md_datafiles = [datafile for md_day, datafile in datafiles if md_day == day]
-        print(f"\n====== Processing {day} ======")
 
         # Process data for this file
         try:
@@ -189,6 +188,10 @@ def main() -> None:
                 instruments=instruments,
             )
             
+            if bt_results.trades is None or len(bt_results.trades) == 0:
+                print(f"No trades found for {day}")
+                continue
+
             # Store results with day name as key
             filename = os.path.basename(day)
             all_results[filename] = {