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quantylab avatar quantylab commented on August 24, 2024

질문주신 사항은 테스트 데이터의 크기에 대한 것으로 이해했습니다.

우선 학습데이터가 1년치라고 테스트데이터도 1년치일 필요는 없습니다.

즉 논리적으로 문제는 없을 것입니다. 그러나 기간이 짧으면 그만큼 장기 트렌드를 덜 반영한 테스트 결과가 나올 것을 감안하시는게 좋습니다.

from rltrader.

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