Record Class AlphaValidation.Fold

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.AlphaValidation.Fold
Record Components:
inSampleObservations - training-window IC dates of the chosen candidate
outOfSampleObservations - test-window IC dates (NaN IC when 0)
selectionBias - expected maximum in-sample mean IC of the fold's candidates under the null (0 for one candidate)
Enclosing class:
AlphaValidation
public static record AlphaValidation.Fold(int trainStart, int testStart, int testEnd, String chosenFactor, double inSampleIc, double outOfSampleIc, int inSampleObservations, int outOfSampleObservations, double selectionBias) extends Record
One walk-forward fold.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Fold(int trainStart, int testStart, int testEnd, String chosenFactor, double inSampleIc, double outOfSampleIc, int inSampleObservations, int outOfSampleObservations, double selectionBias)
    Creates an instance of a Fold record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    String
    chosenFactor()
    Returns the value of the chosenFactor record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    inSampleIc()
    Returns the value of the inSampleIc record component.
    int
    inSampleObservations()
    Returns the value of the inSampleObservations record component.
    double
    outOfSampleIc()
    Returns the value of the outOfSampleIc record component.
    int
    outOfSampleObservations()
    Returns the value of the outOfSampleObservations record component.
    double
    selectionBias()
    Returns the value of the selectionBias record component.
    int
    testEnd()
    Returns the value of the testEnd record component.
    int
    testStart()
    Returns the value of the testStart record component.
    final String
    toString()
    Returns a string representation of this record class.
    int
    trainStart()
    Returns the value of the trainStart record component.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Fold

      public Fold(int trainStart, int testStart, int testEnd, String chosenFactor, double inSampleIc, double outOfSampleIc, int inSampleObservations, int outOfSampleObservations, double selectionBias)
      Creates an instance of a Fold record class.
      Parameters:
      trainStart - the value for the trainStart record component
      testStart - the value for the testStart record component
      testEnd - the value for the testEnd record component
      chosenFactor - the value for the chosenFactor record component
      inSampleIc - the value for the inSampleIc record component
      outOfSampleIc - the value for the outOfSampleIc record component
      inSampleObservations - the value for the inSampleObservations record component
      outOfSampleObservations - the value for the outOfSampleObservations record component
      selectionBias - the value for the selectionBias record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • trainStart

      public int trainStart()
      Returns the value of the trainStart record component.
      Returns:
      the value of the trainStart record component

    • testStart

      public int testStart()
      Returns the value of the testStart record component.
      Returns:
      the value of the testStart record component

    • testEnd

      public int testEnd()
      Returns the value of the testEnd record component.
      Returns:
      the value of the testEnd record component

    • chosenFactor

      public String chosenFactor()
      Returns the value of the chosenFactor record component.
      Returns:
      the value of the chosenFactor record component

    • inSampleIc

      public double inSampleIc()
      Returns the value of the inSampleIc record component.
      Returns:
      the value of the inSampleIc record component

    • outOfSampleIc

      public double outOfSampleIc()
      Returns the value of the outOfSampleIc record component.
      Returns:
      the value of the outOfSampleIc record component

    • inSampleObservations

      public int inSampleObservations()
      Returns the value of the inSampleObservations record component.
      Returns:
      the value of the inSampleObservations record component

    • outOfSampleObservations

      public int outOfSampleObservations()
      Returns the value of the outOfSampleObservations record component.
      Returns:
      the value of the outOfSampleObservations record component

    • selectionBias

      public double selectionBias()
      Returns the value of the selectionBias record component.
      Returns:
      the value of the selectionBias record component