Uses last bar in test split when windows=1

Guarantees that the last bar of data is used in the test split when the number of train/test windows is 1.

src/pybroker/strategy.py

@@ -698,12 +698,14 @@ def walkforward_split(
                 raise ValueError(error_msg)
             train_length = int(res * train_size)
             test_length = int(res * (1 - train_size))
-            train_start = 0
-            train_end = train_length
+            train_start = (
+                len(window_dates) - lookahead - train_length - test_length - 1
+            )
+            train_end = train_start + train_length
             test_start = train_end + lookahead
             if test_start >= len(window_dates):
                 raise ValueError(error_msg)
-            test_end = test_start + test_length
+            test_end = len(window_dates) - 1
             train_idx = dates[
                 (dates[date_col] >= window_dates[train_start])
                 & (dates[date_col] <= window_dates[train_end])

tests/test_strategy.py

@@ -101,7 +101,7 @@ def _verify_windows(
         )
         dates = sorted(dates)
         assert len(results) == windows
-        for train_idx, test_idx in results:
+        for i, (train_idx, test_idx) in enumerate(results):
             assert len(dates) - (len(train_idx) + len(test_idx) * windows) >= 0
             assert not (set(train_idx) & set(test_idx))
             assert len(train_idx) or len(test_idx)
@@ -112,6 +112,8 @@ def _verify_windows(
                 assert dates[train_end_index - 2] != dates[test_start_index]
             if train_size == 0.5:
                 assert len(train_idx) == len(test_idx)
+            if len(test_idx) and i == len(results) - 1:
+                assert dates[dates_length - 1] == dates[sorted(test_idx)[-1]]
 
     @pytest.mark.parametrize(
         "dates_length, windows, lookahead, train_size",