Add TODO for sanitizing the start and end dates

2024-01-19 07:57:39 -08:00 · 2024-01-19 07:57:39 -08:00 · e4bb364e11
commit e4bb364e11
parent 02763460cf
1 changed files with 1 additions and 0 deletions
--- 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