diff --git a/NEWS.md b/NEWS.md index f28502d..73838bc 100644 --- a/NEWS.md +++ b/NEWS.md @@ -3,6 +3,8 @@ ## Planned Changes * Add folder generation function +* Put option predict ahead as a parameter (now 34 bars) +* aml_make_model use parameter to split data with specific n of rows e.g. n_rows # lazytrade 0.4.3 @@ -12,6 +14,7 @@ * solving warnings by changing example in *mt_make_model* function * change function *mt_make_model* to read manually checked dataset +* update documentation # lazytrade 0.4.2 diff --git a/R/aml_make_model.R b/R/aml_make_model.R index b0e58fa..ed853e2 100644 --- a/R/aml_make_model.R +++ b/R/aml_make_model.R @@ -129,7 +129,7 @@ aml_make_model <- function(symbol, timeframe, path_model, path_data, # split data to train and test blocks - # note: model will be tested on the PAST data and trained on the NEWEST data + # note: model will be trained on the OLDEST data test_ind <- 1:round(0.3*(nrow(dat12))) #train indices 1:xxx dat21 <- dat12[test_ind, ] #dataset to test the model using 30% of data dat22 <- dat12[-test_ind, ] #dataset to train the model