Walk Forward Python Packages

purgedcv

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

quantjourney-bt

QuantJourney Backtester

walkforward

Volatility forecasts, position sizing and purged walk-forward splits that never see the future. C11 core, numpy and scikit-learn front door.

terminus-lab

End of All Trades. Ruthless backtesting engine for long-only spot crypto strategies. Walk-forward validation, regime filtering, community leaderboard.

insurance-cv

Temporal cross-validation for insurance pricing - respects policy time structure, CatBoost, Polars

holdout-first

Validation harness that fits on a small slice and demands survival on a large held-out remainder, across instruments and periods, under a hard parameter budget.

agent-walkforward

Walk-forward / out-of-sample validation for agent evals — detect eval-set overfitting the way quants detect backtest overfitting. Zero dependencies.

honest-eval

Walk-forward split with embargo (no leakage) + paired significance gate with Kish's effective n and a confidence lower bound. Pure Python, no dependencies.

honest-bt

Intra-bar-fidelity crypto backtester with overfit gates built in