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Support ShrinkingSplitter#580

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eromoe wants to merge 1 commit intopolakowo:masterfrom
eromoe:shrinking-split
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Support ShrinkingSplitter#580
eromoe wants to merge 1 commit intopolakowo:masterfrom
eromoe:shrinking-split

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@eromoe eromoe commented Apr 4, 2023

I didn't add correct comment, since don't know if you could appove this.
I came up this for how different lengths of train data affect on same testing set, so that I can choose a good realtime train length.

import numpy as np

a = pd.DataFrame(np.arange(0, 30).reshape(-1, 3), columns=[1,2, 3])
a.vbt.split(ShrinkingSplitter(), n=5, min_len=6, set_lens=(3,), plot=True, left_to_right=False, trace_names=['in-sample', 'out-sample']).show()

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why is this PR

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