fixed

lib/pt_trading/results.py

@@ -474,8 +474,11 @@ class BacktestResult:
         """Clear all trades (used when processing new files)."""
         self.trades.clear()
 
-    def collect_single_day_results(self, result: pd.DataFrame) -> None:
+    def collect_single_day_results(self, pairs_trades: List[pd.DataFrame]) -> None:
         """Collect and process single day trading results."""
+        result = pd.concat(pairs_trades, ignore_index=True)
+        result["time"] = pd.to_datetime(result["time"])
+        result = result.set_index("time").sort_index()
 
         print("\n --------------  Suggested Trades ")
         print(result)
@@ -695,7 +698,7 @@ class BacktestResult:
 
             print("-" * 100)
 
-            total_value += pos["total_current_value"]
+            total_value += pos["total_current_value"] 
 
         print(f"{'TOTAL OUTSTANDING VALUE':<80} ${total_value:<12.2f}")
 
@@ -742,8 +745,8 @@ class BacktestResult:
         shares_b = funding_per_position / open_px_b
 
         # Calculate current position values (shares * current price)
-        current_value_a = shares_a * last_px_a
-        current_value_b = shares_b * last_px_b
+        current_value_a = shares_a * last_px_a * (-1 if open_side_a == "SELL" else 1)
+        current_value_b = shares_b * last_px_b * (-1 if open_side_b == "SELL" else 1)
         total_current_value = current_value_a + current_value_b
 
         # Get disequilibrium information

lib/pt_trading/trading_pair.py

@@ -263,4 +263,8 @@ class TradingPair:
         return self.predicted_df_
 
     def __repr__(self) -> str:
+        return self.name()
+
+    def name(self) -> str:
         return f"{self.symbol_a_} & {self.symbol_b_}"
+        # return f"{self.symbol_a_} & {self.symbol_b_}"

research/pt_backtest.py

@@ -105,11 +105,7 @@ def run_backtest(
         print("No trading signals found for any pairs")
         return bt_result
 
-    result = pd.concat(pairs_trades, ignore_index=True)
-    result["time"] = pd.to_datetime(result["time"])
-    result = result.set_index("time").sort_index()
-
-    bt_result.collect_single_day_results(result)
+    bt_result.collect_single_day_results(pairs_trades)
     return bt_result