Uses of Record Class
com.quantfinlib.backtest.validation.WalkForwardAnalyzer.Fold
Packages that use WalkForwardAnalyzer.Fold
Package
Description
Validation tools that test a backtest for overfitting.
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Uses of WalkForwardAnalyzer.Fold in com.quantfinlib.backtest.validation
Methods in com.quantfinlib.backtest.validation that return types with arguments of type WalkForwardAnalyzer.FoldConstructor parameters in com.quantfinlib.backtest.validation with type arguments of type WalkForwardAnalyzer.FoldModifierConstructorDescriptionWalkForwardResult(List<WalkForwardAnalyzer.Fold> folds, double[] outOfSampleEquity, PerformanceMetrics outOfSampleMetrics, List<Trade> outOfSampleTrades, double efficiency, double[] inSampleEquity, PerformanceMetrics inSampleMetrics, int inSampleTradeCount) Creates the value; array and collection arguments are copied.