Misleading date interval in splitting.py file

[vultor33]

Instructions

The specified date inteval code in splitting.py could lead to errors.
Path: .\fklearn\src\fklearn\preprocessing\splitting.py

Code sample

In splitting.py we have:

train_period = dataset[
    (dataset[time_column] >= train_start_date) & (dataset[time_column] < train_end_date)]
outime_inspace_hdout = dataset[
    (dataset[time_column] >= train_end_date) & (dataset[time_column] < holdout_end_date)]

Problem description

We can see from source that "holdout_end_date" won't be included in "outime_inspace_hdout" dataset.
This could mislead users.
For example, in yours regression.ipynb notebook, the date "2016-12-31" had completely vanished when data was splitted.

Also, looking to the source, "train_end_date" won't be included in "train_period" dateset.
It is not wrong, but is not what we would expect.

Possible solutions

I would suggest to redefine this limits:

train_period = dataset[
    (dataset[time_column] >= train_start_date) & (dataset[time_column] <= train_end_date)]
outime_inspace_hdout = dataset[
    (dataset[time_column] > train_end_date) & (dataset[time_column] <= holdout_end_date)]

In the same file (splitting.py), the function "time_split_dataset" have similar behaviour.