**Information Leakage**: Infeasible online learning with horizon > 1

[MogicianXD]

As we can know the ground-truth label only after $H$ steps, we CANNOT immediately update the forecast model online when $H>1$.
The current implementation actually uses future information during online learning.

Is it invalid to experiment on large horizons? I'm looking forward to your ideas.

[MogicianXD]

Solved in our framework