warn when val period shorter than projection period

This commit is contained in:
sam
2024-11-17 15:59:33 -08:00
parent ca69495071
commit 84464151be
+7 -1
View File
@@ -1,8 +1,9 @@
import pandas as pd import pandas as pd
import numpy as np import numpy as np
from datetime import timedelta
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
import seaborn as sns import seaborn as sns
import warnings
from datetime import timedelta
from multiprocessing import Pool 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 if len(training_df) < 30: # Require at least 30 days of training data
raise ValueError("Insufficient training data before backtest date") 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 # Generate historical projections using only training data
historical_projections = project_prices(training_df, days_forward=project_days) historical_projections = project_prices(training_df, days_forward=project_days)