From 84464151be9499274d9773bc70c25e61d07f6d79 Mon Sep 17 00:00:00 2001 From: Sam Fredrickson Date: Sun, 17 Nov 2024 15:59:33 -0800 Subject: [PATCH] warn when val period shorter than projection period --- model.py | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/model.py b/model.py index 480ee13..d4b95aa 100644 --- a/model.py +++ b/model.py @@ -1,8 +1,9 @@ import pandas as pd import numpy as np -from datetime import timedelta import matplotlib.pyplot as plt import seaborn as sns +import warnings +from datetime import timedelta from multiprocessing import Pool @@ -1079,6 +1080,11 @@ def create_backtest_plot( if len(training_df) < 30: # Require at least 30 days of training data raise ValueError("Insufficient training data before backtest date") + if len(validation_df) < project_days: + warnings.warn( + f"Validation period ({len(validation_df)} days) shorter than projection period ({project_days} days)" + ) + # Generate historical projections using only training data historical_projections = project_prices(training_df, days_forward=project_days)