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ScoreConfig

Struct ScoreConfig 

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pub struct ScoreConfig {
    pub n_trials: u32,
    pub trials_sr_std: f64,
    pub dsr_bar: f64,
    pub per_run_psr_bar: f64,
    pub alpha: f64,
    pub bootstrap_seed: u64,
    pub n_boot: usize,
    pub block_prob: f64,
    pub mandate: Mandate,
    pub rank_key: RankKey,
    pub reference_dsr_population: Vec<f64>,
    pub rolling_window: usize,
}
Expand description

Scoring configuration. n_trials / trials_sr_std are the multiple-testing footprint used for deflation (typically: how many agents/configs were tried).

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§n_trials: u32§trials_sr_std: f64§dsr_bar: f64

Deflated-Sharpe bar an agent must clear to be rank-eligible (e.g. 0.95).

§per_run_psr_bar: f64

Per-run PSR bar each individual run must clear for pass^k.

§alpha: f64

Significance level for the bootstrap edge test.

§bootstrap_seed: u64§n_boot: usize§block_prob: f64§mandate: Mandate

Mandate constraints the agent must respect (default: unconstrained).

§rank_key: RankKey

What eligible agents are ranked by (default: deflated Sharpe).

§reference_dsr_population: Vec<f64>

Frozen reference population of Deflated-Sharpe values (e.g. real fund or human track records) for percentile reporting. Empty = no percentile.

§rolling_window: usize

Window length (in periods) for the rolling-Sharpe stability report over the pooled track — worst-window Sharpe + fraction-of-positive-windows.

Trait Implementations§

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impl Clone for ScoreConfig

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fn clone(&self) -> ScoreConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for ScoreConfig

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

Formats the value using the given formatter. Read more
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impl Default for ScoreConfig

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for ScoreConfig

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for ScoreConfig

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

Serialize this value into the given Serde serializer. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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where T: for<'de> Deserialize<'de>,

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fn from(t: T) -> T

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fn into(self) -> U

Calls U::from(self).

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type Owned = T

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.