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1 parent d6b08ef commit e4cb501Copy full SHA for e4cb501
src/pybroker/common.py
@@ -379,5 +379,5 @@ def get_unique_sorted_dates(col: pd.Series) -> Sequence[np.datetime64]:
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# TODO: Remove after Pandas 1.0 is no longer supported.
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if hasattr(result, "to_numpy"):
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result = result.to_numpy()
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- result.sort()
+ result = np.sort(result)
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return result
src/pybroker/strategy.py
@@ -1327,8 +1327,7 @@ def _run_walkforward(
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DataCol.DATE.value
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].values
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if len(sym_dates):
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- sym_dates.sort()
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- exit_dates[sym] = sym_dates[-1]
+ exit_dates[sym] = sym_dates.max()
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signals: dict[str, pd.DataFrame] = {}
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for train_idx, test_idx in self.walkforward_split(
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df=df,
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