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update backtest_sites.py #266

Merged
merged 2 commits into from
Oct 23, 2024
Merged

update backtest_sites.py #266

merged 2 commits into from
Oct 23, 2024

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AUdaltsova
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Pull Request

Description

Decoupled pv padding from data so it uses config instead as had problems running without it and wrong padding (t0 index is not actually the true index when there is not enough data as it's calculated once with respect to proper batch shape and not for each sample)

How Has This Been Tested?

Reran small backtest to check the results ar the same

  • Yes

Checklist:

  • My code follows OCF's coding style guidelines
  • I have performed a self-review of my own code
  • I have made corresponding changes to the documentation
  • I have added tests that prove my fix is effective or that my feature works
  • I have checked my code and corrected any misspellings

@AUdaltsova AUdaltsova requested a review from Sukh-P October 23, 2024 11:21
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@Sukh-P Sukh-P left a comment

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LGTM!

@AUdaltsova AUdaltsova merged commit 05abb8b into main Oct 23, 2024
3 checks passed
@dfulu dfulu deleted the backtest-site-patch branch November 13, 2024 11:26
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2 participants