Struct WalkForwardConfig 

pub struct WalkForwardConfig {
    pub train_window: usize,
    pub test_window: usize,
    pub step: usize,
    pub param_space: Vec<ParamRange>,
}

Configuration for a walk-forward optimization run.

Fields

train_window: usize

Number of bars in each training (in-sample) window.

test_window: usize

Number of bars in each test (out-of-sample) window.

step: usize

Number of bars to advance the window on each step. Typically set to test_window for non-overlapping OOS periods.

param_space: Vec<ParamRange>

Parameter space to search over. Each element defines one axis.

Implementations

impl WalkForwardConfig

pub fn validate(&self) -> Result<(), FinError>

Validates the configuration.

Errors

Returns FinError::InvalidInput if train_window, test_window, or step are zero.

Trait Implementations

impl Clone for WalkForwardConfig

fn clone(&self) -> Self

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<'de> Deserialize<'de> for WalkForwardConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for WalkForwardConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.