A Python zero-index thing where 0 equals Monday close to Tuesday close to make a week or 5 trading days maybe?
Fully PIT when used as a target in the new AI factor?
The reason I ask it this target will give you you a "1 weeks" Target Lookahead while FutureRel%Chg_D(5, #Bench) which may be 6 trading days (I guess?) will give you 2 weeks for Target Lookahead as in this screenshot:
4 would give you Friday close over Monday close. As AI Factor dataset captures weekly data, Target Lookahead expresses how many Saturdays you have to go back before you see forward-looking data. Since FutureRel%Chg_D(5, #Bench) is Monday to Monday, target lookahead should say 1 tomorrow.
