Record Class AlphaValidation.WalkForwardResult

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.AlphaValidation.WalkForwardResult
Enclosing class:
AlphaValidation
public static record AlphaValidation.WalkForwardResult(List<AlphaValidation.Fold> folds, double meanInSampleIc, double meanOutOfSampleIc) extends Record
All folds plus the aggregate in-sample vs out-of-sample comparison.

  • Constructor Summary

    Constructors
    Constructor
    Description
    WalkForwardResult(List<AlphaValidation.Fold> folds, double meanInSampleIc, double meanOutOfSampleIc)
    Creates an instance of a WalkForwardResult record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    efficiency()
    OOS/IS efficiency: below ~0.5 the selection is mostly fitting noise.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    List<AlphaValidation.Fold>
    folds()
    Returns the value of the folds record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    meanInSampleIc()
    Returns the value of the meanInSampleIc record component.
    double
    meanOutOfSampleIc()
    Returns the value of the meanOutOfSampleIc record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • WalkForwardResult

      public WalkForwardResult(List<AlphaValidation.Fold> folds, double meanInSampleIc, double meanOutOfSampleIc)
      Creates an instance of a WalkForwardResult record class.
      Parameters:
      folds - the value for the folds record component
      meanInSampleIc - the value for the meanInSampleIc record component
      meanOutOfSampleIc - the value for the meanOutOfSampleIc record component

  • Method Details

    • efficiency

      public double efficiency()
      OOS/IS efficiency: below ~0.5 the selection is mostly fitting noise.

    • 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.

    • folds

      public List<AlphaValidation.Fold> folds()
      Returns the value of the folds record component.
      Returns:
      the value of the folds record component

    • meanInSampleIc

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

    • meanOutOfSampleIc

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