Struct GridSearch 

pub struct GridSearch { /* private fields */ }

Exhaustive grid-search optimiser for backtesting strategy parameters.

Evaluates every combination of the supplied parameter ranges in parallel. Use BayesianSearch instead when the cartesian product would exceed a few thousand combinations or when float ranges without a step are needed.

Overfitting Warning

Results are in-sample only. Follow up with WalkForwardConfig or a held-out test window to obtain an unbiased out-of-sample estimate.

Implementations

impl GridSearch

pub fn new() -> Self

Create a new grid search with no parameters defined yet.

pub fn param(self, name: impl Into<String>, range: ParamRange) -> Self

Add a named parameter range to sweep.

Parameters are expanded in cartesian-product order: the last parameter added cycles fastest (inner loop).

pub fn optimize_for(self, metric: OptimizeMetric) -> Self

Set the metric to optimise for (defaults to OptimizeMetric::SharpeRatio).

pub fn run<S, F>( &self, symbol: &str, candles: &[Candle], config: &BacktestConfig, factory: F, ) -> Result<OptimizationReport>

where S: Strategy + Send, F: Fn(&HashMap<String, ParamValue>) -> S + Send + Sync,

Run the grid search.

symbol is used only for labelling in the returned results.

factory receives the current parameter map and returns a strategy instance. Combinations that exceed the strategy’s warmup period are silently skipped.

Returns an error when the grid is empty or all combinations were skipped.

Trait Implementations

impl Clone for GridSearch

fn clone(&self) -> GridSearch

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for GridSearch

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

Formats the value using the given formatter.

impl Default for GridSearch

fn default() -> GridSearch

Returns the “default value” for a type.