Account for the case when there is no data for days with labels.

machine_learning/pipeline.py

@@ -171,9 +171,10 @@ class ModelValidation:
         self.model = None
         self.cv = None
 
-        self.y = y["NA"]
+        idx_common = X.index.intersection(y.index)
+        self.y = y.loc[idx_common, "NA"]
         # TODO Handle the case of multiple labels.
-        self.X = X.loc[self.y.index]
+        self.X = X.loc[idx_common]
         self.groups = self.y.index.get_level_values(group_variable)
 
         self.cv_name = cv_name