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Fix data leakage and add safe backtesting workflow#849

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kothurisindhu2000 wants to merge 2 commits into
polakowo:masterfrom
kothurisindhu2000:master
Open

Fix data leakage and add safe backtesting workflow#849
kothurisindhu2000 wants to merge 2 commits into
polakowo:masterfrom
kothurisindhu2000:master

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@kothurisindhu2000
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  • Removed future data leakage (shift(-1))
  • Added walk-forward validation
  • Added proper train/test split
  • Added trading costs
  • Added safe optimization
  • Added metrics reporting
  • Added tests to enforce no leakage

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