In sample optimization

[mpeters999]

    # then we want to be able to call the dates like tuples
    for i in range(len(dates) - 1):
        # get our weights
        weights = rebalance_schedule[str(dates[i + 1])]

        # then we want to get the returns
        
        add_returns = get_returns(
            my_portfolio.portfolio,
            weights,
            start_date=dates[i],
            end_date=dates[i + 1],
        )

Looks like the weights are optimized on the same prices on which the returns are calculated. The weights should be used on out of sample prices. Am I misunderstanding how the code works?