fixes

lib/pt_trading/results.py

@@ -570,9 +570,12 @@ class BacktestResult:
                     symbol_trades =  [trade for trade in trades if trade["symbol"] == symbol]
 
                     # Calculate returns for all trade combinations
-                    for i in range(len(symbol_trades) - 1):
-                        trade1 = trades[i]
-                        trade2 = trades[i + 1]
+                    for idx in range(0, len(symbol_trades), 2):
+                        trade1 = trades[idx]
+                        trade2 = trades[idx + 1]
+                        
+                        assert trade1["timestamp"] < trade2["timestamp"], f"Trade 1: {trade1['timestamp']} is not less than Trade 2: {trade2['timestamp']}"
+                        assert trade1["action"] == "OPEN" and trade2["action"] == "CLOSE", f"Trade 1: {trade1['action']} and Trade 2: {trade2['action']} are the same"
                         
                         # Calculate return based on action combination
                         trade_return = 0
@@ -589,6 +592,8 @@ class BacktestResult:
                         pair_trades.append(
                             (
                                 symbol,
+                                trade1["timestamp"],
+                                trade2["timestamp"],
                                 trade1["side"],
                                 trade1["price"],
                                 trade2["side"],
@@ -596,7 +601,7 @@ class BacktestResult:
                                 trade_return,
                                 trade1["scaled_disequilibrium"],
                                 trade2["scaled_disequilibrium"],
-                                i + 1,  # Trade sequence number
+                                f"{idx + 1}",  # Trade sequence number
                             )
                         )
                     
@@ -607,6 +612,8 @@ class BacktestResult:
                     print(f"  {pair}:")
                     for (
                         symbol,
+                        trade1["timestamp"],
+                        trade2["timestamp"],
                         trade1["side"],
                         trade1["price"],
                         trade2["side"],
@@ -625,13 +632,14 @@ class BacktestResult:
                             f" Close Dis-eq: {trade2["scaled_disequilibrium"]:.2f}"
 
                         print(
-                            f"    {symbol} (Trade #{trade_num}):"
+                            f" {trade2['timestamp'].time()}  {symbol} (Trade #{trade_num}):"
                             f" {trade1["side"]} @ ${trade1["price"]:.2f},"
                             f" {trade2["side"]} @ ${trade2["price"]:.2f},"
                             f" Return: {trade_return:.2f}%{disequil_info}"
                         )
                     print(f"    Pair Total Return: {pair_return:.2f}%")
                     day_return += pair_return
+                    
 
             # Print day total return and add to global realized PnL
             if day_return != 0: