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rebalance_window = 63 # rebalance_window is the number of days to retrain the model
validation_window = 63 # validation_window is the number of days to do validation and trading (e.g. if validation_window=63, then both validation and trading period will be 63 days)
train_start = '2009-01-01'
train_end = '2020-04-01'
val_test_start = '2020-04-01'
val_test_end = '2021-07-20'