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

Function build_diagnostics

crates/openquant/src/backtesting_engine.rs:427–449  ·  view source on GitHub ↗
(
    mode: BacktestMode,
    run: &BacktestRunConfig,
    pct_embargo: f64,
    splits: &[SplitDefinition],
)

Source from the content-addressed store, hash-verified

425}
426
427fn build_diagnostics(
428 mode: BacktestMode,
429 run: &BacktestRunConfig,
430 pct_embargo: f64,
431 splits: &[SplitDefinition],
432) -> BacktestDiagnostics {
433 let total_purged = splits.iter().map(|s| s.purged_count).sum::<usize>();
434 let total_embargoed = splits.iter().map(|s| s.embargo_count).sum::<usize>();
435 BacktestDiagnostics {
436 mode,
437 mode_provenance: run.mode_provenance.clone(),
438 trials_count: run.trials_count,
439 split_count: splits.len(),
440 pct_embargo,
441 safeguards: run.safeguards.clone(),
442 anti_leakage: AntiLeakageDiagnostics {
443 uses_label_span_purging: true,
444 uses_embargo: pct_embargo > 0.0,
445 total_purged,
446 total_embargoed,
447 },
448 }
449}
450
451impl BacktestRunConfig {
452 fn validate(&self, mode: BacktestMode) -> Result<(), String> {

Callers 3

run_walk_forwardFunction · 0.85
run_cross_validationFunction · 0.85
run_cpcvFunction · 0.85

Calls 1

lenMethod · 0.80

Tested by

no test coverage detected