Prevent lookahead bias when determining the best performing entry times by not including the date being requested

backtesting/best_entry_times.py

@@ -3,9 +3,11 @@ from datetime import datetime, timedelta
 
 def best_entry_times(date: datetime = datetime.now(), days_to_look_back: int = 10):
     end_date = date.replace(hour = 0, minute = 0, second = 0, microsecond = 0)
+    end_date -= timedelta(days = 1) # Subtract one day in order to prevent lookahead bias.
     start_date = end_date - timedelta(days = days_to_look_back)
 
     backtest = backtest_results('SPX', '10 Delta Iron Condor', start_date = start_date, end_date = end_date)
+    print(backtest)
     backtest['Entry Time'] = backtest['Entry Time'].dt.time
 
     profit_by_entry_time = backtest.groupby('Entry Time')['Profit'].sum().reset_index()

test/best_entry_times_test.py

@@ -1,5 +1,8 @@
 from backtesting import best_entry_times
+from datetime import datetime
 
 print(best_entry_times())
 
+print(best_entry_times(datetime(2024, 1, 31)))
+
 print(best_entry_times(days_to_look_back = 30)) # Days.