Struct PurgedSplitConfig 

pub struct PurgedSplitConfig {
    pub train_start: usize,
    pub train_end: usize,
    pub test_start: usize,
    pub test_end: usize,
    pub embargo_bars: usize,
}

Configuration for a train/test chronological split with embargo.

Fields

train_start: usize

Beginning of training window (inclusive).

train_end: usize

End of training window (exclusive).

test_start: usize

Beginning of testing window (inclusive). Must be >= train_end + embargo_bars.

test_end: usize

End of testing window (exclusive).

embargo_bars: usize

Minimum separation buffer between training end and test start.

Trait Implementations

impl Clone for PurgedSplitConfig

fn clone(&self) -> PurgedSplitConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PurgedSplitConfig

impl Debug for PurgedSplitConfig

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PurgedSplitConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for PurgedSplitConfig

impl PartialEq for PurgedSplitConfig

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for PurgedSplitConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for PurgedSplitConfig