sweep-and-walk-forward

Optimize a strategy's parameters honestly on the Vike datahub — expand a [sweep] grid with run_sweep, rank it (rank_by sharpe/return/max_dd/equity), then prove the winner out of sample with run_walk_forward's anchored windows and read wf_consistency before believing the rank. Use when asked to sweep, grid-search, tune or optimize parameters, to run a walk-forward or out-of-sample test, to check whether a backtest…