From c0ec1b39e1fe803527d84d2169207e978ed154e9 Mon Sep 17 00:00:00 2001 From: TPTBusiness Date: Mon, 4 May 2026 18:43:17 +0200 Subject: [PATCH] feat: enable walk-forward OOS validation by default in backtest_signal_riskmgmt --- rdagent/components/backtesting/vbt_backtest.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/rdagent/components/backtesting/vbt_backtest.py b/rdagent/components/backtesting/vbt_backtest.py index 4c64e0cf..d67a2e7e 100644 --- a/rdagent/components/backtesting/vbt_backtest.py +++ b/rdagent/components/backtesting/vbt_backtest.py @@ -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]: """