Generating custom test and training sets for cross-validation by identity

[karinevilleneuve]

Hi,

Thank you for this well organized repo and for the easy to understand code !
I'm interested in validating some custom database I have generated by using the TAXXI method. If I understand correctly I therefore need to generate my own test and training sets. I've looked through the repo and cannot find a script for this. I was wondering it it would be possible for you to share the script you used to generate the Edgar_test_training_sets.

Thank you very much for your time

Karine