date_train_test_split.py

from datetime import datetime,timedelta
def dt_splitter(date_col, X, y, test_size):
        xw_date=pd.DataFrame(X).merge(date_col,left_index=True, right_index=True)
        ad = (max(xw_date.date)- min(xw_date.date)).days*test_size
        split_date = min(xw_date.date) + timedelta(days=ad)
        X_train = xw_date.loc[xw_date['date'] <= split_date].drop(['date'], axis=1).values
        X_test = xw_date.loc[xw_date['date'] > split_date].drop(['date'], axis=1).values
        yw_date=pd.DataFrame(y).merge(date_col,left_index=True, right_index=True)
        y_train=yw_date.loc[yw_date['date'] <= split_date].drop(['date'], axis=1).values
        y_test=yw_date.loc[yw_date['date'] > split_date].drop(['date'], axis=1).values
        return X_train, X_test, y_train, y_test