Predict rolling

[abdellah9]

PytzUsageWarning: The localize method is no longer necessary, as this time zone supports the fold attribute (PEP 495). For more details on migrating to a PEP 495-compliant implementation, see https://pytz-deprecation-shim.readthedocs.io/en/latest/migration.html
date_obj = stz.localize(date_obj)
Traceback (most recent call last):
File "/usr/lib/python3.8/runpy.py", line 194, in _run_module_as_main
return _run_code(code, main_globals, None,
File "/usr/lib/python3.8/runpy.py", line 87, in _run_code
exec(code, run_globals)
File "/root/intelligent-trading-bot/scripts/predict_rolling.py", line 281, in
main()
File "/usr/local/lib/python3.8/dist-packages/click/core.py", line 1130,
in call
return self.main(*args, **kwargs)
File "/usr/local/lib/python3.8/dist-packages/click/core.py", line 1055,
in main
rv = self.invoke(ctx)
File "/usr/local/lib/python3.8/dist-packages/click/core.py", line 1404,
in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/usr/local/lib/python3.8/dist-packages/click/core.py", line 760, in invoke
return __callback(*args, **kwargs)
File "/root/intelligent-trading-bot/scripts/predict_rolling.py", line 100, in main
prediction_start = find_index(df, P.prediction_start_str)
File "/root/intelligent-trading-bot/common/utils.py", line 135, in find_index
id = res.index[0]
File "/usr/local/lib/python3.8/dist-packages/pandas/core/indexes/base.py", line 5358, in getitem
return getitem(key)
IndexError: index 0 is out of bounds for axis 0 with size 0

[coltac]

I get the same error runnin the predictrolling. Any hints?

[iploshchik]

the issue is related to initial starting point being outside the main window. the default setting of "2017-08-01" will be set outside the main feature matrix range, which is set by default to 3 years back in time (3 * 525600). so the prediction start can be either set manually to something closer or one can implement dynamic padding to automatically follow the latest date