Time-Series Cross-Validation for LSTM

Is it at all possible to separate my data into train/test sets with cross validation for time series data? I am experimenting with a LSTM model.

Also, I am hoping to prevent data leakage/peaking in cross validating the X and y sets, can I manually purge where the data overlaps? This is for a financial prediction problem.

I will need to perform a MinMaxScaler transformation in addition to the cross validation and I am unsure where to perform this if I am to partition the datasets. Appreciate any advice I can get, and even better, any code, as there so many different articles and I'm really struggling. Many thanks!