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

Class CrossValidationConfig

crates/openquant/src/backtesting_engine.rs:120–123  ·  view source on GitHub ↗

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118
119#[derive(Debug, Clone, PartialEq)]
120pub struct CrossValidationConfig {
121 pub n_splits: usize,
122 pub pct_embargo: f64,
123}
124
125#[derive(Debug, Clone, PartialEq)]
126pub struct CpcvConfig {

Callers

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Calls

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Tested by

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