Struct SelectionRobustness 

pub struct SelectionRobustness {
    pub n_candidates: usize,
    pub best_dsr: f64,
    pub median_dsr: f64,
    pub selection_gap: f64,
}

Deflated-Sharpe summary across a set of candidate return streams.

Fields

n_candidates: usize

best_dsr: f64

Deflated Sharpe of the best candidate (the headline an agent would submit).

median_dsr: f64

Deflated Sharpe of the median candidate.

selection_gap: f64

best_dsr - median_dsr. A large gap means the headline result is a lucky pick rather than a robust family of edges.

Trait Implementations

impl Clone for SelectionRobustness

fn clone(&self) -> SelectionRobustness

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for SelectionRobustness

impl Debug for SelectionRobustness

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

Formats the value using the given formatter.

impl PartialEq for SelectionRobustness

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for SelectionRobustness