ready to test backtester

jaiveerk · Apr 8, 2021 · 4c36745 · 4c36745
1 parent 5c8fa8f
commit 4c36745
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diff --git a/backtester.py b/backtester.py
@@ -22,7 +22,7 @@
 lastDate = df['date'].max()
 currentStartTrainDate = df['date'].min()
 
-currentEndTrainDate = date.fromtimestamp(currentStartTrainDate) + timedelta(days=trainingWindow)
+currentEndTrainDate = date.fromtimestamp(currentStartTrainDate) + timedelta(days=trainingWindow) # MAKE A SMARTER TRAIN AND TEST WINDOW
 currentStartTestDate = currentEndTrainDate + timedelta(days=1)
 currentEndTestDate = currentStartTestDate + timedelta(days=testingWindow)