[natalyarostova]

In order to meaningfully test this stuff you have to recreate a simulation as close as possible to the real trading environment -- and even then -- this is extremely hard to do. The lag, downtime, transaction fees, failed trades, API changes, etc, all throw a huge huge wrench in this theoretical sklearn+CSV 'prediction' game.

Don't get me wrong, sklearn+CSV is great for learning, and great for initial experimentation or playing around. But it's just too far from the real process to be meaningful imo.