Machine Learning, Investment, AI, Sklearn, Quant.
business the previous day backtestdata_1 = pd.DataFrame(index=X_validation.index) #backtestdata = pd.DataFrame() backtestdata_1['signal_pred'] = predictions_1 backtestdata_1['signal_actual'] = Y_validation_1 backtestdata_1['Market Returns'] = validation_dataset['Close'].pct_change()