feat: enable walk-forward OOS validation by default in backtest_signal_riskmgmt

2026-07-27 15:37:44 +00:00 · 2026-05-04 18:43:17 +02:00
parent f5e55d2dad
commit c0ec1b39e1
1 changed files with 1 additions and 1 deletions
@@ -477,7 +477,7 @@ def backtest_signal_ftmo(
    bars_per_year: int = DEFAULT_BARS_PER_YEAR,
    forward_returns: pd.Series | None = None,
    oos_start: str | None = OOS_START_DEFAULT,
-    wf_rolling: bool = False,
+    wf_rolling: bool = True,
    mc_n_permutations: int = 0,
 ) -> dict[str, Any]:
    """