ml4t-purging-embargo skillA
ml4t-purging-embargo is agent-read markdown (skill) from ml4t/skills: Remove training samples whose labels overlap the test period and add an embargo buffer. Use when performing time-series CV to prevent leakage between folds..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# Purging and Embargo
Standard train/test splits on time series leak information when labels span multiple periods. Purging removes contaminated training samples; embargo adds an extra buffer for feature autocorrelation.
## The Problem
A 5-day forward return label at day 98 uses prices from days 98-103. If the test set starts at day 100, training sample 98 contains information about test-period prices. Without purging, the model sees future test data through overlapping labels. Without embargo, autocorrelated features near the boundary still carry test-period signal. Both inflate CV scores and produce unreliable strategy evaluation.
## The Pattern
### WRONG
```python
from sklearn.model_selection import TimeSeriesSplit
# No gap between train and test - labels leak across boundary
cv = TimeSeriesSplit(n_splits=5)
for train_idx, test_idx in cv.split(X):
model.fit(X[train_idx], y[train_idx]) # Train includes leaked samples
score = model.score(X[test_idx], y[test_idx])
```
### CORRECT
```python
import numpy as np
def purged_split(n_samples, train_end, test_start, test_end,
label_horizon=5, embargo_size=2):
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-purging-embargo@git:20260901.32123e7mdr add ml4t/skills/ml4t-purging-embargo@sha256:a6977a7ac0cbe50bPin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_4hipjg6saaifphlz)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.32123e7 latest | 2026-09-01 | 32123e7 | 4,527 B | A | view · diff |
| git:20260901.14ceba9 | 2026-09-01 | 14ceba9 | 4,436 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,232 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,236 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (4527 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_4hipjg6saaifphlz GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-purging-embargo GET https://markdownregistry.com/api/v1/blob/a6977a7ac0cbe50bf52b7bf60478a96b4b3a6561d0e2bc760bf6367d49b6a916
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