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hub / github.com/Open-Quant/openquant / CpcvConfig

Class CpcvConfig

crates/openquant/src/backtesting_engine.rs:126–130  ·  view source on GitHub ↗

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124
125#[derive(Debug, Clone, PartialEq)]
126pub struct CpcvConfig {
127 pub n_groups: usize,
128 pub test_groups: usize,
129 pub pct_embargo: f64,
130}
131
132#[derive(Debug, Clone, PartialEq)]
133pub struct BacktestRunConfig {

Callers

nothing calls this directly

Calls

no outgoing calls

Tested by

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