Data at cutoff times are currently inclusive in Featuretools and Compose. So, data leakage occurs since the same data point is used to calculate features as well as labels. This can be avoided by making the cutoff times (left endpoints) exclusive in data slices and right endpoints inclusive. It might be worth making this a parameter to provide more options by augmenting (not replacing) current functionality.
Data at cutoff times are currently inclusive in Featuretools and Compose. So, data leakage occurs since the same data point is used to calculate features as well as labels. This can be avoided by making the cutoff times (left endpoints) exclusive in data slices and right endpoints inclusive. It might be worth making this a parameter to provide more options by augmenting (not replacing) current functionality.