WalkForwardConfig

---

dataclass backtide.backtest.study.WalkForwardConfig[source]

Configure rolling or anchored walk-forward validation.

Parameters

training_days : int, default=1095 Number of calendar days in each parameter-selection window. test_days : int, default=365 Number of untouched calendar days immediately after each training window. step_days : int | None, default=None Days between consecutive folds. None advances by test_days. anchored : bool, default=False Keep the first training date fixed while expanding the training window.

See Also

Study

Run a study with a parameter sweep and optional walk-forward validation.

StudyResult

Return the persisted result of a study.

WalkForwardFoldResult

Summarize one walk-forward training and test fold.