Package com.qtsurfer.api.client.model
Class WalkForwardResult
java.lang.Object
com.qtsurfer.api.client.model.WalkForwardResult
@Generated(value="org.openapitools.codegen.languages.JavaClientCodegen",
comments="Generator version: 7.14.0")
public class WalkForwardResult
extends Object
Present only on a sweep submitted with `walkForward`, and present from acceptance onward — its presence, not its contents, is what identifies a walk-forward sweep. `completedFolds` is 0 while the first fold is still running.
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Field Summary
Fields -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionaddResultsItem(WalkForwardFold resultsItem) completedFolds(Integer completedFolds) booleanReturn true if this WalkForwardResult object is equal to o.Folds that have finished and reported a winner.getFolds()Folds requested at submit.Resolved in-sample share each fold optimized on.Mean normalized lattice distance between consecutive fold winners.One entry per completed fold, oldest first.inthashCode()inSamplePct(Integer inSamplePct) paramDrift(Double paramDrift) results(List<WalkForwardFold> results) voidsetCompletedFolds(Integer completedFolds) voidvoidsetInSamplePct(Integer inSamplePct) voidsetParamDrift(Double paramDrift) voidsetResults(List<WalkForwardFold> results) toString()Convert the instance into URL query string.toUrlQueryString(String prefix) Convert the instance into URL query string.
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Field Details
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JSON_PROPERTY_FOLDS
- See Also:
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JSON_PROPERTY_IN_SAMPLE_PCT
- See Also:
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JSON_PROPERTY_COMPLETED_FOLDS
- See Also:
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JSON_PROPERTY_PARAM_DRIFT
- See Also:
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JSON_PROPERTY_RESULTS
- See Also:
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Constructor Details
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WalkForwardResult
public WalkForwardResult()
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Method Details
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folds
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getFolds
Folds requested at submit.- Returns:
- folds
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setFolds
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inSamplePct
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getInSamplePct
Resolved in-sample share each fold optimized on.- Returns:
- inSamplePct
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setInSamplePct
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completedFolds
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getCompletedFolds
Folds that have finished and reported a winner.- Returns:
- completedFolds
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setCompletedFolds
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paramDrift
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getParamDrift
Mean normalized lattice distance between consecutive fold winners. Low is good: winners that stay in a tight band fold after fold are evidence the parameter means something, while winners that jump across the grid every time are the sweep re-fitting noise, and that backtest will not survive contact with live data. **Absent is not zero** — the field is omitted whenever the figure could not be computed (fewer than two folds finished, no stored grid to place winners on), because zero is itself a meaningful reading here and a placeholder would be indistinguishable from perfect stability. minimum: 0- Returns:
- paramDrift
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setParamDrift
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results
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addResultsItem
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getResults
One entry per completed fold, oldest first.- Returns:
- results
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setResults
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equals
Return true if this WalkForwardResult object is equal to o. -
hashCode
public int hashCode() -
toString
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toUrlQueryString
Convert the instance into URL query string.- Returns:
- URL query string
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toUrlQueryString
Convert the instance into URL query string.- Parameters:
prefix- prefix of the query string- Returns:
- URL query string
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