Hello and first, a big thanks for this wonderful work.


I was wondering what dates range are used when training with WFO.

The manual says "WFO uses a default training period of 85% and a default test period of 15%."

If data consists of 100 days, then the first 85 days will be used to train factors and parameters and the last 15 days for backtesting.

If I then decide to trade with this algorithm, then the optimize factors/parameters are missing the last 15 more recent days.

=> Is it true ? Are the days split randomly in the timeline ?