This is option -c form prepare_data.py script. Script was never run using that switch so the prerequisite file for out_of_sample_test.py was not generated.
From the out_of_sample_test.py beginning of the script:
use prepare_data.py to gather data for 60 consecutive days starting at a
random date
This is option -c form prepare_data.py script. Script was never run using that switch so the prerequisite file for out_of_sample_test.py was not generated. From the out_of_sample_test.py beginning of the script: use prepare_data.py to gather data for 60 consecutive days starting at a random date