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

Class CpcvPathPerformance

crates/openquant/src/backtesting_engine.rs:146–152  ·  view source on GitHub ↗

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144
145#[derive(Debug, Clone, PartialEq)]
146pub struct CpcvPathPerformance {
147 pub path_id: usize,
148 pub sharpe: f64,
149 pub mean_return: f64,
150 pub std_return: f64,
151 pub observations: usize,
152}
153
154#[derive(Debug, Clone, PartialEq)]
155pub struct WalkForwardResult {

Callers

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Calls

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