fix(Data): make sure we have data in chronological order

2026-07-27 18:57:55 +00:00 · 2022-02-20 18:01:01 +01:00
parent c9f8ed1304
commit 10a0803c91
2 changed files with 2 additions and 1 deletions
@@ -98,6 +98,7 @@ def __load_data(
    X = pd.concat([df.sort_index().reindex(X[0].index) for df in X], axis=1).fillna(0.0)

    X.index = pd.DatetimeIndex(X.index)
+    X.sort_index(inplace=True)

    ## Create target
    returns = df_target_asset_only_returns[target_asset[1] + "_returns"]