https://github.com/microsoft/qlib/blob/bb7ab1cf143b93a1656d13cfdbd40d1e7c15edd3/qlib/workflow/online/strategy.py#L181C9-L188C75
Why not check if the time interval exceeds the step size? And if it doesn't, shouldn't we return an empty list?
interval = self.ta.cal_interval(calendar_latest, max_test[0])
if interval < self.rg.step:
return []