How can I extract the train rows and the test rows of each fold in PurgedKFold?

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时光取名叫无心
时光取名叫无心 2021-02-07 12:59

I am working with a concept called PurgedKFold Cross Validation (https://mlfinlab.readthedocs.io/en/latest/implementations/cross_validation.html#implementation).

I have a

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