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 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)