# Look-Ahead Leakage and Time-Aware Data Splits

`D00-F10-A10` · Financial Mathematics, Statistics, and Data Foundations → Financial Time-Series Foundations · archetype `record-transform` · difficulty 1/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/foundations/financial-time-series-foundations/look-ahead-leakage-and-time-aware-data-splits/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { lookAheadLeakageAndTimeAwareDataSplits } from "fintech-algorithms/foundations/financial-time-series-foundations/look-ahead-leakage-and-time-aware-data-splits";
```

## Signature

```ts
lookAheadLeakageAndTimeAwareDataSplits(input)
```

Splits a timestamped series at a given position and reports whether the training block reaches into the testing block's time range.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `input` | `D00Input` | yes | Reads `values`, a non-empty list of finite numbers, `timestamps` of the same length, and `splitIndex`, the position where testing begins. |

## Returns

`D00Output`

`trainCount` and `testCount` size the two blocks, `leakage` is true when the latest training timestamp is at or after the earliest testing one, and `trainEnd` and `testStart` are the boundary timestamps exactly as supplied.

## Errors

- When `values` is absent, empty, or holds a non-finite number — throws RangeError
- When `timestamps` and `values` have different lengths — throws RangeError
- When the series holds fewer than two observations — throws RangeError
- When `splitIndex` is not an integer that leaves both blocks non-empty — throws RangeError

## Complexity

Time `O(n^2)`, space `O(n)`.

## Worked example

This is the worked example published in the article, replayed by the test suite on every run. The output cannot drift.

### Input

`input`:

```json
{
  "timestamps": [
    "2025-01-01T00:00:00Z",
    "2025-01-02T00:00:00Z",
    "2025-01-03T00:00:00Z",
    "2025-01-04T00:00:00Z",
    "2025-01-05T00:00:00Z",
    "2025-01-06T00:00:00Z"
  ],
  "values": [100, 102, 101, 104, 106, 105],
  "lag": 1,
  "window": 3,
  "resampleSize": 2,
  "period": 3,
  "stationarityTolerance": 3,
  "alpha": 0.4,
  "splitIndex": 4
}
```

### Call

```ts
lookAheadLeakageAndTimeAwareDataSplits(input)
```

### Returns

object with 2 fields: trainCount, testCount

```json
{
  "trainCount": 4,
  "testCount": 2
}
```

## Verification and provenance

Tier: **verified** (via input-expected).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.0.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/foundations/financial-time-series-foundations/look-ahead-leakage-and-time-aware-data-splits/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/foundations/financial-time-series-foundations/look-ahead-leakage-and-time-aware-data-splits/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/foundations/llms.txt