diff --git a/train.py b/train.py index 9d96406..94ce1f1 100644 --- a/train.py +++ b/train.py @@ -232,10 +232,10 @@ def main(): idx = df2.index[year_mask].tolist() Xs, dates, rvs = [], [], [] for t in idx: - if t - WINDOW >= 0: + if t - WINDOW >= 0 and t + 1 < len(df2): Xs.append(fn2[t - WINDOW:t]) dates.append(str(df2["date"].iloc[t].date())) - rvs.append(float(df2["realized_vol"].iloc[t])) + rvs.append(float(df2["realized_vol"].iloc[t + 1])) if not Xs: return [], [], [] Xa = np.stack(Xs)