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

Class FoldPerformance

crates/openquant/src/backtesting_engine.rs:84–90  ·  view source on GitHub ↗

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82
83#[derive(Debug, Clone, PartialEq)]
84pub struct FoldPerformance {
85 pub split_id: usize,
86 pub sharpe: f64,
87 pub mean_return: f64,
88 pub std_return: f64,
89 pub observations: usize,
90}
91
92#[derive(Debug, Clone, PartialEq)]
93pub struct AntiLeakageDiagnostics {

Callers

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Calls

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