WalkForwardFoldResult

dataclass backtide.backtest.study.WalkForwardFoldResult[source]

Summarize one walk-forward training and test fold.

Attributes

fold : int

One-based fold number.

training_start : str

Inclusive training-period start date.

training_end : str

Inclusive training-period end date.

test_start : str

Inclusive untouched test-period start date.

test_end : str

Inclusive untouched test-period end date.

candidate_id : str | None

Candidate selected using only the training period.

parameters : dict[str, object]

Constructor parameters selected for the test period.

training_objective : float | None

Selected candidate's objective on the training period.

test_objective : float | None

Selected candidate's objective on the test period.

test_metrics : dict[str, float]

Complete test-period metric mapping.

trade_count : int

Number of completed test-period trades.

error : str | None

Fold-level error, when present.