run_walk_forward_test
Validate portfolio strategy robustness through walk-forward optimization testing, comparing in-sample and out-of-sample performance over rolling windows to prevent overfitting.
Instructions
Walk-forward optimization testing to validate strategy robustness over time
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbols | Yes | Array of stock symbols for walk-forward testing | |
| strategy | Yes | Portfolio strategy to test | mean_variance |
| step_size | No | Step size for rolling window in days | |
| use_market_data | No | Use real market data for testing | |
| in_sample_period | No | In-sample optimization period in days | |
| out_of_sample_period | No | Out-of-sample testing period in days |