Drift rebalancer shorting tests

[brettelliot]

Added a test to confirm that when the value of the shorted asset increase, the drift rebalancer correctly reduces the short position.

Fixed a "bug" in the csv text fixture, so that it doesn't assume the column order of a csv file.

Description by Korbit AI

What change is being made?

Remove unused columns from the pandas_data_fixture in fixtures.py and introduce a new test case test_shorting_more_when_price_goes_up_short_something to evaluate the drift rebalancer's handling of short positions when the asset price increases in test_drift_rebalancer.py.

Why are these changes being made?

The removal of unused columns enhances code clarity and performance by eliminating unnecessary data processing. The additional test case ensures that the drift rebalancer logic correctly rebalance short positions in scenarios where the price of the asset increases, which is crucial for validating the strategy's robustness and accuracy under various market conditions.

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