Package com.qtsurfer.api.client.model

Class WalkForwardFold

java.lang.Object
com.qtsurfer.api.client.model.WalkForwardFold
@Generated(value="org.openapitools.codegen.languages.JavaClientCodegen", comments="Generator version: 7.14.0") public class WalkForwardFold extends Object
What one fold concluded. The out-of-sample row is the answer; the in-sample figure is only there to be compared against it, since any grid produces a flattering in-sample winner — that is what optimizing does. The gap between them is the whole reading.

  • Field Details

  • Constructor Details

    • WalkForwardFold

      public WalkForwardFold()

  • Method Details

    • foldIx

      public WalkForwardFold foldIx(@Nonnull Integer foldIx)

    • getFoldIx

      @Nonnull public Integer getFoldIx()
      Position in the walk-forward sequence, oldest first.
      Returns:
      foldIx

    • setFoldIx

      public void setFoldIx(@Nonnull Integer foldIx)

    • inSampleFrom

      public WalkForwardFold inSampleFrom(@Nonnull Integer inSampleFrom)

    • getInSampleFrom

      @Nonnull public Integer getInSampleFrom()
      First index of the optimization window, into the prepared session.
      Returns:
      inSampleFrom

    • setInSampleFrom

      public void setInSampleFrom(@Nonnull Integer inSampleFrom)

    • inSampleTo

      public WalkForwardFold inSampleTo(@Nonnull Integer inSampleTo)

    • getInSampleTo

      @Nonnull public Integer getInSampleTo()
      End of the optimization window, exclusive — and where scoring begins.
      Returns:
      inSampleTo

    • setInSampleTo

      public void setInSampleTo(@Nonnull Integer inSampleTo)

    • outOfSampleTo

      public WalkForwardFold outOfSampleTo(@Nonnull Integer outOfSampleTo)

    • getOutOfSampleTo

      @Nonnull public Integer getOutOfSampleTo()
      End of the scoring window, exclusive.
      Returns:
      outOfSampleTo

    • setOutOfSampleTo

      public void setOutOfSampleTo(@Nonnull Integer outOfSampleTo)

    • params

      public WalkForwardFold params(@Nonnull Object params)

    • getParams

      @Nonnull public Object getParams()
      The parameter vector that won this fold's optimization window.
      Returns:
      params

    • setParams

      public void setParams(@Nonnull Object params)

    • inSampleSharpe

      public WalkForwardFold inSampleSharpe(@Nonnull Double inSampleSharpe)

    • getInSampleSharpe

      @Nonnull public Double getInSampleSharpe()
      How that winner scored on the window it was chosen on.
      Returns:
      inSampleSharpe

    • setInSampleSharpe

      public void setInSampleSharpe(@Nonnull Double inSampleSharpe)

    • outOfSample

      public WalkForwardFold outOfSample(@Nonnull SweepRunRow outOfSample)

    • getOutOfSample

      @Nonnull public SweepRunRow getOutOfSample()
      Get outOfSample
      Returns:
      outOfSample

    • setOutOfSample

      public void setOutOfSample(@Nonnull SweepRunRow outOfSample)

    • vectorsRun

      public WalkForwardFold vectorsRun(@Nonnull Integer vectorsRun)

    • getVectorsRun

      @Nonnull public Integer getVectorsRun()
      Vectors this fold evaluated in-sample before picking its winner.
      Returns:
      vectorsRun

    • setVectorsRun

      public void setVectorsRun(@Nonnull Integer vectorsRun)

    • equals

      public boolean equals(Object o)
      Return true if this WalkForwardFold object is equal to o.
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Overrides:
      toString in class Object

    • toUrlQueryString

      public String toUrlQueryString()
      Convert the instance into URL query string.
      Returns:
      URL query string

    • toUrlQueryString

      public String toUrlQueryString(String prefix)
      Convert the instance into URL query string.
      Parameters:
      prefix - prefix of the query string
      Returns:
      URL query string