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

Class CpcvResult

crates/openquant/src/backtesting_engine.rs:169–176  ·  view source on GitHub ↗

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167
168#[derive(Debug, Clone, PartialEq)]
169pub struct CpcvResult {
170 pub folds: Vec<FoldPerformance>,
171 pub splits: Vec<SplitDefinition>,
172 pub path_count: usize,
173 pub path_assignments: Vec<CpcvPathAssignment>,
174 pub path_distribution: Vec<CpcvPathPerformance>,
175 pub diagnostics: BacktestDiagnostics,
176}
177
178pub fn cpcv_path_count(n_groups: usize, test_groups: usize) -> Result<usize, String> {
179 validate_cpcv_params(n_groups, test_groups)?;

Callers

nothing calls this directly

Calls

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Tested by

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