progress

research/notebooks/pt_pair_backtest.ipynb

@@ -936,7 +936,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 10,
+      "execution_count": null,
       "metadata": {},
       "outputs": [
         {
@@ -1075,15 +1075,6 @@
         "                    linestyle=':', alpha=0.7)\n",
         "    axes[1].axhline(y=0, color='black', linestyle='-', alpha=0.5, linewidth=0.5)\n",
         "\n",
-        "    # if pair_trades is not None and len(pair_trades) > 0:\n",
-        "    #     # Show trading signals over time\n",
-        "    #     trade_times = pair_trades['time'].values\n",
-        "    #     trade_actions = pair_trades['action'].values\n",
-        "        \n",
-        "    #     for i, (time, action) in enumerate(zip(trade_times, trade_actions)):\n",
-        "    #         color = 'red' if 'BUY' in action else 'blue'\n",
-        "    #         axes[1].scatter(time, i, color=color, alpha=0.8, s=50)\n",
-        "        \n",
         "\n",
         "    axes[1].set_title('Testing Period: Scaled Dis-equilibrium with Trading Thresholds')\n",
         "    axes[1].set_ylabel('Scaled Dis-equilibrium')\n",