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

Function cpcv_path_count

crates/openquant/src/backtesting_engine.rs:178–182  ·  view source on GitHub ↗
(n_groups: usize, test_groups: usize)

Source from the content-addressed store, hash-verified

176}
177
178pub fn cpcv_path_count(n_groups: usize, test_groups: usize) -> Result<usize, String> {
179 validate_cpcv_params(n_groups, test_groups)?;
180 let total = n_choose_k(n_groups, test_groups)?;
181 Ok((total * test_groups) / n_groups)
182}
183
184pub fn run_walk_forward<E>(
185 data: &BacktestData,

Calls 2

validate_cpcv_paramsFunction · 0.85
n_choose_kFunction · 0.85

Tested by

no test coverage detected