seems to be you have forecasting-with-panel-datasets bug: data leaking

seems to be you have forecasting-with-panel-datasets bug: data leaking
in
https://microsoft.github.io/FLAML/docs/Examples/AutoML-Time%20series%20forecast/#forecasting-with-panel-datasets

since you averaging by month
data["avg_volume_by_sku"] = data.groupby(
["time_idx", "sku"], observed=True
).volume.transform("mean")

then for example for beginning of month date values prediction you use values from end of month?