Follow-up from review
Walk-forward validation currently records separate training and scoring windows, but each fixed Strategy Spec is evaluated on both windows. Search/template parameter selection happens outside the training window loop.
What to build
Make the walk-forward loop use training/search windows to select Strategy Spec parameters or bounded template choices, then evaluate selected candidates on later scoring windows.
Acceptance criteria
Context
Review finding: run_walk_forward_backtest validates the same fixed Strategy Spec on training and scoring slices, which proves separation but does not yet perform training-window selection.
Related PRD line: "The evaluator should split data into search/training windows and later scoring windows."
Follow-up from review
Walk-forward validation currently records separate training and scoring windows, but each fixed Strategy Spec is evaluated on both windows. Search/template parameter selection happens outside the training window loop.
What to build
Make the walk-forward loop use training/search windows to select Strategy Spec parameters or bounded template choices, then evaluate selected candidates on later scoring windows.
Acceptance criteria
Context
Review finding:
run_walk_forward_backtestvalidates the same fixed Strategy Spec on training and scoring slices, which proves separation but does not yet perform training-window selection.Related PRD line: "The evaluator should split data into search/training windows and later scoring windows."