I have a custom factor that makes calculations on the last 50 days of prices. How do I adjust this so I can calc trailing 50 days as of yesterday or the day before yesterday or three days prior, instead of as of today?
Tahnk you,
class new_custom(CustomFactor):
inputs = [USEquityPricing.close]
window_length = 50 ## [-2::-50]?
def compute(self, today, asset_ids, out, values):
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