Struct WalkForwardConfig 

pub struct WalkForwardConfig {
    pub train_bars: usize,
    pub test_bars: usize,
    pub step_bars: Option<usize>,
    pub overfit_threshold: f64,
}

Rolling walk-forward configuration (bar counts on the unique timestamp index).

Fields

train_bars: usize

In-sample warmup bars (skipped for OOS metrics; advances the window).

test_bars: usize

Out-of-sample bars backtested per fold.

step_bars: Option<usize>

Step between folds (defaults to test_bars).

overfit_threshold: f64

Implementations

impl WalkForwardConfig

pub fn new(train_bars: usize, test_bars: usize) -> Self

Trait Implementations

impl Clone for WalkForwardConfig

fn clone(&self) -> WalkForwardConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for WalkForwardConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for WalkForwardConfig

fn eq(&self, other: &WalkForwardConfig) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for WalkForwardConfig