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refactor(Training): remove non-expanding window option (#244)
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@@ -13,7 +13,6 @@ def walk_forward_train(
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X: XDataFrame,
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y: ySeries,
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forward_returns: ForwardReturnSeries,
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expanding_window: bool,
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window_size: int,
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retrain_every: int,
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from_index: Optional[pd.Timestamp],
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@@ -40,11 +39,7 @@ def walk_forward_train(
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transformations_over_time = []
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for index in tqdm(range(train_from, train_till, retrain_every)):
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train_window_start = (
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X.index[first_nonzero_return]
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if expanding_window
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else X.index[index - window_size - 1]
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)
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train_window_start = X.index[first_nonzero_return]
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train_window_end = X.index[index - 1]
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current_transformations = [
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