bug fix

lib/pt_trading/rolling_window_fit.py

@@ -35,8 +35,9 @@ class RollingFit(PairsTradingFitMethod):
         # Initialize trades DataFrame with proper dtypes to avoid concatenation warnings
         pair.user_data_["trades"] = pd.DataFrame(columns=self.TRADES_COLUMNS).astype({
             "time": "datetime64[ns]",
-            "action": "string",
             "symbol": "string", 
+            "side": "string",
+            "action": "string",
             "price": "float64",
             "disequilibrium": "float64",
             "scaled_disequilibrium": "float64",
@@ -136,7 +137,7 @@ class RollingFit(PairsTradingFitMethod):
                 close_position_trades = self._get_close_trades(
                     pair=pair,
                     row=pred_row,
-                    close_threshold=close_threshold,
+                    close_threshold=close_threshold
                 )
                 if close_position_trades is not None:
                     close_position_trades["status"] = PairState.CLOSE_POSITION.name
@@ -197,8 +198,9 @@ class RollingFit(PairsTradingFitMethod):
         trd_signal_tuples = [
             (
                 open_tstamp,
-                open_side_a,
                 pair.symbol_a_,
+                open_side_a,
+                "OPEN",
                 open_px_a,
                 open_disequilibrium,
                 open_scaled_disequilibrium,
@@ -206,8 +208,9 @@ class RollingFit(PairsTradingFitMethod):
             ),
             (
                 open_tstamp,
-                open_side_b,
                 pair.symbol_b_,
+                open_side_b,
+                "OPEN",
                 open_px_b,
                 open_disequilibrium,
                 open_scaled_disequilibrium,
@@ -248,8 +251,9 @@ class RollingFit(PairsTradingFitMethod):
         trd_signal_tuples = [
             (
                 close_tstamp,
-                close_side_a,
                 pair.symbol_a_,
+                close_side_a,
+                "CLOSE",
                 close_px_a,
                 close_disequilibrium,
                 close_scaled_disequilibrium,
@@ -257,8 +261,9 @@ class RollingFit(PairsTradingFitMethod):
             ),
             (
                 close_tstamp,
-                close_side_b,
                 pair.symbol_b_,
+                close_side_b,
+                "CLOSE",
                 close_px_b,
                 close_disequilibrium,
                 close_scaled_disequilibrium,