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FilipBolt committed Nov 28, 2023
1 parent 317cb98 commit df561ac
Showing 1 changed file with 1 addition and 2 deletions.
3 changes: 1 addition & 2 deletions spectre/factors/engine.py
Original file line number Diff line number Diff line change
Expand Up @@ -106,8 +106,7 @@ def _prepare_tensor(self, start, end, max_backwards):
"DataLoader.".format(self._filter.assets))
# check history data is insufficient
df.index = df.index.remove_unused_levels()
history_win = df.index.levels[0].get_indexer([start], method='ffill')[0]
print('hehehehehe')
history_win = df.index.levels[0].get_indexer([start], method='bfill')[0]
if history_win < max_backwards:
warnings.warn("Historical data seems insufficient. "
"{} rows of historical data are required, but only {} rows are obtained. "
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