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

Function validate_embargo

crates/openquant/src/backtesting_engine.rs:468–473  ·  view source on GitHub ↗
(pct_embargo: f64)

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466}
467
468fn validate_embargo(pct_embargo: f64) -> Result<(), String> {
469 if !(0.0..1.0).contains(&pct_embargo) {
470 return Err("pct_embargo must be in [0,1)".to_string());
471 }
472 Ok(())
473}
474
475fn validate_cpcv_params(n_groups: usize, test_groups: usize) -> Result<(), String> {
476 if n_groups < 2 {

Callers 3

run_walk_forwardFunction · 0.85
run_cross_validationFunction · 0.85
run_cpcvFunction · 0.85

Calls

no outgoing calls

Tested by

no test coverage detected