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wenwen.tang
robo-dividend
Commits
0c44c182
Commit
0c44c182
authored
Nov 04, 2024
by
吕先亚
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To avoid data leak, test set should start from numForecastDays later
parent
5529e737
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training_data_builder.py
ai/training_data_builder.py
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ai/training_data_builder.py
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0c44c182
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...
@@ -200,5 +200,5 @@ class TrainingDataBuilder(ABC):
# To avoid data leak, test set should start from numForecastDays later
X_test
=
X_test
[
self
.
_numForecastDays
:]
y_test
=
y_test
[
self
.
_numForecastDays
:]
date_index
=
DataAll
[
'date'
][
:
-
len
(
X_test
)
]
.
to_numpy
()
date_index
=
DataAll
[
'date'
][
-
len
(
X_test
):
]
.
to_numpy
()
return
X_train
,
X_test
,
y_train
,
y_test
,
scaledX_forecast
,
forecastDay
,
date_index
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