chore: fix odd code comment

This commit is contained in:
Matthias
2025-09-12 06:55:15 +02:00
parent 0111e97856
commit 88cc24c5b9

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@@ -93,9 +93,10 @@ def merge_informative_pair(
how="left",
)
# If date_merge of the informative dataframe candle that is above of first date of dataframe, then first raws of
# dataframe are filled with Nans. The code below is to fix it and fulfill first raws with an appropriate values.
if len(dataframe) > 1 and len(informative) > 0 and pd.isnull(dataframe.iloc[0][date_merge]):
# If the start dates of the dataframes are not aligned, the first rows will be NaN
# We can fill these with the last available informative candle before the start date
# while still avoiding lookahead bias - as only past data is used.
first_valid_idx = dataframe[date_merge].first_valid_index()
first_valid_date_merge = dataframe.loc[first_valid_idx, date_merge]
matching_informative_raws = informative[