pub struct BtNamespace<'a>(/* private fields */);Expand description
Namespace handle returned by QuantWaveBtExt::bt.
Implementations§
Source§impl<'a> BtNamespace<'a>
impl<'a> BtNamespace<'a>
Sourcepub fn backtest(
self,
options: BtOptions,
) -> Result<BacktestResult, BacktestError>
pub fn backtest( self, options: BtOptions, ) -> Result<BacktestResult, BacktestError>
Run vectorized backtest on this LazyFrame (collected internally).
Sourcepub fn backtest_with_report(
self,
options: BtOptions,
) -> Result<BacktestReport, BacktestError>
pub fn backtest_with_report( self, options: BtOptions, ) -> Result<BacktestReport, BacktestError>
Run backtest and attach BacktestReport metrics.
Sourcepub fn sweep(
self,
variants: &[SweepVariant],
options: BtOptions,
) -> Result<DataFrame, BacktestError>
pub fn sweep( self, variants: &[SweepVariant], options: BtOptions, ) -> Result<DataFrame, BacktestError>
Parameter sweep: one backtest per variant → param × metrics DataFrame (cr6v.12).
Sourcepub fn sweep_single_param(
self,
param_name: &str,
param_values: &[f64],
signal_cols: &[&str],
options: BtOptions,
) -> Result<DataFrame, BacktestError>
pub fn sweep_single_param( self, param_name: &str, param_values: &[f64], signal_cols: &[&str], options: BtOptions, ) -> Result<DataFrame, BacktestError>
Convenience: single-param grid via parallel param_values and signal_cols slices.
Sourcepub fn walk_forward(
self,
wf: WalkForwardConfig,
options: BtOptions,
) -> Result<DataFrame, BacktestError>
pub fn walk_forward( self, wf: WalkForwardConfig, options: BtOptions, ) -> Result<DataFrame, BacktestError>
Walk-forward OOS validation → fold × metrics DataFrame (cr6v.14).
Sourcepub fn cross_sectional_backtest(
self,
cs: CrossSectionalConfig,
options: BtOptions,
) -> Result<BacktestReport, BacktestError>
pub fn cross_sectional_backtest( self, cs: CrossSectionalConfig, options: BtOptions, ) -> Result<BacktestReport, BacktestError>
Cross-sectional factor rank → long/short backtest report (cr6v.15).
Sourcepub fn walk_forward_optimize(
self,
wf: WalkForwardConfig,
variants: &[SweepVariant],
objective_metric: &str,
options: BtOptions,
) -> Result<DataFrame, BacktestError>
pub fn walk_forward_optimize( self, wf: WalkForwardConfig, variants: &[SweepVariant], objective_metric: &str, options: BtOptions, ) -> Result<DataFrame, BacktestError>
Walk-forward with in-fold parameter optimization (quantwave-dk61).
Sourcepub fn monte_carlo_trade_bootstrap(
self,
options: BtOptions,
mc: MonteCarloConfig,
) -> Result<MonteCarloSummary, BacktestError>
pub fn monte_carlo_trade_bootstrap( self, options: BtOptions, mc: MonteCarloConfig, ) -> Result<MonteCarloSummary, BacktestError>
Trade PnL bootstrap Monte Carlo after backtest (quantwave-fsg3 / dk61).
Sourcepub fn monte_carlo_return_paths(
self,
options: BtOptions,
mc: MonteCarloReturnConfig,
) -> Result<MonteCarloPathSummary, BacktestError>
pub fn monte_carlo_return_paths( self, options: BtOptions, mc: MonteCarloReturnConfig, ) -> Result<MonteCarloPathSummary, BacktestError>
Return-path resampling Monte Carlo (VaR/CVaR) after backtest.
Auto Trait Implementations§
impl<'a> !RefUnwindSafe for BtNamespace<'a>
impl<'a> !UnwindSafe for BtNamespace<'a>
impl<'a> Freeze for BtNamespace<'a>
impl<'a> Send for BtNamespace<'a>
impl<'a> Sync for BtNamespace<'a>
impl<'a> Unpin for BtNamespace<'a>
impl<'a> UnsafeUnpin for BtNamespace<'a>
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Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§impl<T> Pointable for T
impl<T> Pointable for T
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if
self is actually part of its subset T (and can be converted to it).Source§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as
self.to_subset but without any property checks. Always succeeds.Source§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self to the equivalent element of its superset.