diff --git a/tests/fixtures.py b/tests/fixtures.py
index 4d7679379..838cf9c8b 100644
--- a/tests/fixtures.py
+++ b/tests/fixtures.py
@@ -49,8 +49,6 @@ def pandas_data_fixture() -> Dict[Asset, Data]:
             parse_dates=True,
             index_col=0,
             header=0,
-            usecols=[0, 1, 2, 3, 4, 6, 7],
-            names=["Date", "Open", "High", "Low", "Close", "Volume", "Dividends"],
         )
         df = df.rename(
             columns={
diff --git a/tests/test_drift_rebalancer.py b/tests/test_drift_rebalancer.py
index f1483126c..deec3dca9 100644
--- a/tests/test_drift_rebalancer.py
+++ b/tests/test_drift_rebalancer.py
@@ -22,8 +22,8 @@
 
 class MockStrategyWithDriftCalculationLogic(Strategy):
 
-    def __init__(self, *args, **kwargs):
-        super().__init__(*args, **kwargs)
+    def __init__(self, broker: BacktestingBroker, *args, **kwargs):
+        super().__init__(broker=broker, *args, **kwargs)
         self.orders = []
         self.target_weights = {}
         self.drift_rebalancer_logic = DriftRebalancerLogic(
@@ -96,7 +96,7 @@ def mock_add_positions(self):
 
     def test_calculate_absolute_drift(self, mocker):
         strategy = MockStrategyWithDriftCalculationLogic(
-            broker= self.backtesting_broker,
+            broker=self.backtesting_broker,
             drift_threshold=Decimal("0.05"),
             drift_type=DriftType.ABSOLUTE
         )
@@ -650,6 +650,41 @@ def mock_add_positions(self):
         assert df["target_value"].tolist() == [Decimal("-500"), Decimal("500")]
         assert df["drift"].tolist() == [Decimal("-1.0"), Decimal("0")]
 
+    def test_shorting_more_when_price_goes_up_short_something(self, mocker):
+        strategy = MockStrategyWithDriftCalculationLogic(
+            broker=self.backtesting_broker,
+            drift_threshold=Decimal("0.05"),
+            drift_type=DriftType.ABSOLUTE
+        )
+        # patch the strategy so get_last_price returns 110
+        mocker.patch.object(strategy, "get_last_price", return_value=110.0)
+
+        target_weights = {
+            "AAPL": Decimal("-0.50"),
+            "USD": Decimal("0.50")
+        }
+
+        def mock_add_positions(self):
+            self._add_position(
+                symbol="USD",
+                is_quote_asset=True,
+                current_quantity=Decimal("1500"),  # original $1000 plus $500 from the short
+                current_value=Decimal("1500")
+            )
+            self._add_position(
+                symbol="AAPL",
+                is_quote_asset=False,
+                current_quantity=Decimal("-5"),
+                current_value=Decimal("-550")
+            )
+
+        mocker.patch.object(DriftCalculationLogic, "_add_positions", mock_add_positions)
+        df = strategy.drift_rebalancer_logic.calculate(target_weights=target_weights)
+
+        assert df["current_weight"].tolist() == [Decimal('-0.5789473684210526315789473684'), Decimal('1.578947368421052631578947368')]
+        assert df["target_value"].tolist() == [Decimal("-475"), Decimal("475")]
+        assert df["drift"].tolist() == [Decimal('0.0789473684210526315789473684'), Decimal('0')]
+
     def test_calculate_absolute_drift_when_we_want_a_100_percent_short_position(self, mocker):
         strategy = MockStrategyWithDriftCalculationLogic(
             broker=self.backtesting_broker,