I'm sure that this is the result of a very simple mistake I am overlooking, but I cannot seem to get Moonshot to locate one of my features.
I have sequentially added features to the Moonshot Strategy code testing between additions. All of my features except for 'comb_normalized' are being found.
-In notebook, I use get_prices to verify that all data being referenced is present in the database.
-I use ffill and bfill to ensure that I do not have any dates missing data.
-I copy pasted names to ensure no spelling errors.
-Updated number of features for the model to reference (although I don't believe that should produce the error -- unable to locate key)
Below is a screenshot showing get_prices being able to find 'comb_normalized' from the same database referenced in the Moonshot Strategy file "moonshotml-sentiment.py" which is in the moonshot directory which is in the codeload directory (not a subdirectory).
With 'comb_normalized' commented out in the strategy file (and feature count reduced for the model), walkforward will execute without issue.
Not sure where to look next...
Thank you!