From e4bb364e11f8700ada99b25da33c4fb995b4e5cd Mon Sep 17 00:00:00 2001 From: moshferatu Date: Fri, 19 Jan 2024 07:57:39 -0800 Subject: [PATCH] Add TODO for sanitizing the start and end dates --- backtesting/backtest_iron_condor.py | 1 + 1 file changed, 1 insertion(+) diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py index a85d1ff..c4143d6 100644 --- a/backtesting/backtest_iron_condor.py +++ b/backtesting/backtest_iron_condor.py @@ -358,6 +358,7 @@ def backtest_iron_condor( file_date_str = os.path.splitext(file)[0] file_date = datetime.strptime(file_date_str, '%Y-%m-%d') + # TODO: This doesn't work as expected when the start date is not set to midnight. if file_date < start_date or file_date > end_date: continue