Can y.index be a subset of X.index?

[Reed-Schimmel]

AFML introduces the idea of event filtering. Not every period in X is equally predictable, so filter only events we believe are predictable. This leads to fewer targets than all candles. Does TuneTA currently support the index of y being a subset of the index of X?

[jmrichardson]

Currently, X and y need to be the same length. However, I am planning on adding y.index as a filter of X. I hope to be able to add the functionality within a few weeks as I am currently tied up in another project. This is issue is similar to #25