Comments (2)
In the "net_config.json" file there are the settings for both the start and end date.
There's also the "test_portion" field, which allows you to choose how much of such set you want to use for backtesting.
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How could I set specific period for both training and backtesting, such as using 2010/01/01-2013/12/31 to train a model, and backtesting it (online training) from 2014/02/01 to 2014/12/31?
As @RPFeynman said, you should first set "start_date" as "2010/01/01" and "end_date" as "2014/12/31", and then calculate the test portion.
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