Module split 

Out-of-sample data splits with purging and embargo to eliminate lookahead bias and label overlap.

Structs

PurgedSplitConfig

Configuration for a train/test chronological split with embargo.

PurgedTrainTestSplit

The result of a purged train/test split.

TradeSpan

Representation of a trade’s temporal lifespan for purging calculations.

Enums

SplitError

Error during split configuration or purging.

Functions

split_trades_purged

Partitions trades into train and test sets, purging any training trade whose exit bar reaches into or beyond the test set start.