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fix(hypotheses): use correct 7-trading-day exit index in comparison

This commit is contained in:
Youssef Aitousarrah 2026-04-10 09:31:07 -07:00
parent 2747ccddcd
commit f8063f3596
1 changed files with 1 additions and 1 deletions
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2
scripts/compare_hypothesis.py
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@ -44,7 +44,7 @@ def compute_7d_return(ticker: str, pick_date: str) -> Tuple[Optional[float], Opt
return None, None return None, None
close = df["Close"] close = df["Close"]
entry_price = float(close.iloc[0]) entry_price = float(close.iloc[0])
exit_idx = min(5, len(close) - 1) exit_idx = min(6, len(close) - 1)
exit_price = float(close.iloc[exit_idx]) exit_price = float(close.iloc[exit_idx])
if entry_price <= 0: if entry_price <= 0:
return None, None return None, None