how to have a dataset of last 90 days bars
I'd like to make a processing for each interation of the backtest,the processing needs the values of the last 90 days bars but i cant find a way to get such a dataset for each iteration
run-out last edited by
@cgra Could you provide more detail for your question? I'm not sure what you are asking.
@run-out Id like that my backtest use a random forest algorithms with features that needs the 90 last days values for OHLCV data. and i need to use this random forest algorithms for each day in the backtest.Hence i need a dataset of the 90 last days for each day.
Getting a slicesections.