My First Commit

lib/pt_trading/rolling_window_fit.py

@@ -188,7 +188,8 @@ class RollingFit(PairsTradingFitMethod):
         open_px_b = open_row[f"{colname_b}"]
 
         # creating the trades
-        print(f"OPEN_TRADES: {row["tstamp"]} {open_scaled_disequilibrium=}")
+        # use outer single quotes so we can reference DataFrame keys with double quotes inside
+        print(f'OPEN_TRADES: {open_tstamp} open_scaled_disequilibrium={open_scaled_disequilibrium}')
         if open_disequilibrium > 0:
             open_side_a = "SELL"
             open_side_b = "BUY"
@@ -237,10 +238,7 @@ class RollingFit(PairsTradingFitMethod):
             ),
         ]
         # Create DataFrame with explicit dtypes to avoid concatenation warnings
-        df = pd.DataFrame(
-            trd_signal_tuples,
-            columns=self.TRADES_COLUMNS,
-        )
+        df = pd.DataFrame(trd_signal_tuples, columns=self.TRADES_COLUMNS)
         # Ensure consistent dtypes
         return df.astype(
             {