Training and test split for time series analysis I need help with below code:

dataset.tail(4)

                Date    Close
    1274    1/24/2019   4871.96
    1275    1/25/2019   4925.82
    1276    1/28/2019   4888.58
    1277    1/29/2019   4928.18


I want to split my dataset to training and test using:

training_data=dataset[dataset.Date&lt;datetime(2018, 1, 1)]


But I get the following error:

TypeError                                 
Traceback (most recent call last)
&lt;ipython-input-74-904bd8b45617&gt; in &lt;module&gt;()
----&gt; 1 training_data=dataset[dataset.Date&lt;datetime(2018, 1, 1)]
      2 training_data.tail(4)

TypeError: 'module' object is not callable
Your code looks incomplete but you can definitely try the following to split your dataset- 

X_train, X_test, y_train, y_test = train_test_split(dataset, 
                                                    y,
                                                    test_size=0.3, 
                                                    shuffle=False)


Note: y will be a series object for your dependent variable. 

Because of this reason, using train_test_split with shuffle=True is not a good practice and should strictly be avoided. 

Alternately, for time series you can use TimeSeriesSplit() and look for the implementation here.