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The double moving windows implementation is unfit to most production implementation due to the fact that the latest data point is unexplored by the window most of the time (at the time of indicator computation).
func_arg_map = [( obs_copy[:, i:window_size + i], window_size, i, smallest_window_size, outer_increment, inner_increment, max_searches, ) for i in range(0, obs_opy_len+1, outer_increment)]
I suggest adding the option to start the iteration at (obs_opy_len % outer_increment) to make it usable in monitoring or backtest applications without branching the project.
The text was updated successfully, but these errors were encountered:
The double moving windows implementation is unfit to most production implementation due to the fact that the latest data point is unexplored by the window most of the time (at the time of indicator computation).
func_arg_map = [( obs_copy[:, i:window_size + i], window_size, i, smallest_window_size, outer_increment, inner_increment, max_searches, ) for i in range(0, obs_opy_len+1, outer_increment)]
I suggest adding the option to start the iteration at
(obs_opy_len % outer_increment)
to make it usable in monitoring or backtest applications without branching the project.The text was updated successfully, but these errors were encountered: