@illustrious-felice Hi, sorry for the delay, we extended the deadline.
As far as looking forward is going on, this does not take place during the real-time simulation, as the code cannot access by construction the new data. This is true even if the code is written in a single-pass way.
If the user uses a single-pass implementation, however, looking forward in the in-sample period is possible of course, there it is responsibility of the user to prevent it. Single-pass has access to all the time series.