panel / time series data processing for ML

Hello

I would like to train a neural network on unbalanced panel data and would like to have your opinion on what type of data processing should i choose in R?

To simplify the data are organized like:
day 1 contract1 price11
day 1 contract2 price21
day1 contract3 price31
day2 contract1 price12
day2 contract2 price22
day2 contract3 price32
day2 contract4 price42
day3 contract1 price13
day3 contract2 price23
day3 contract4 price43
...

(I look for a piece of code, or library etc. to train e.g. on day1 and test on day2, then train on day1 and day2, then test on day3 etc.).
Thank you.