numeraire.core.splitter#

Walk-forward splitters. Yields (train, test) views, PIT-aware.

The splitter only uses the DataView calendar plus between, so it is shape-agnostic. The horizon purge (a train fold’s targets never reach into its test fold) is enforced by the view’s aligned(), which drops any feature whose (t, t+h] target is not realized by the train cutoff; embargo adds an optional extra gap on top for serial-correlation safety.

WalkForwardSplitter

Expanding- or rolling-window walk-forward splitter.

validation_split

Split a (train) view into PIT (fit, valid): valid = the last valid_size dates.