Struct BacktestData 

pub struct BacktestData {
    pub returns: Vec<f64>,
    pub label_spans: Vec<(NaiveDateTime, NaiveDateTime)>,
}

The samples to backtest: one return and one label span per sample, in time order.

Fields

returns: Vec<f64>

One finite value per sample. Only validated and used to count samples; the reported performance comes from the evaluator.

label_spans: Vec<(NaiveDateTime, NaiveDateTime)>

(start, end) of each sample’s label, start <= end, used for purging (closed intervals) and to place the embargo.

Implementations

impl BacktestData

pub fn validate(&self) -> Result<(), BacktestError>

Checks the data every runner requires.

Time order of label_spans is not checked.

Errors

• BacktestError::Empty("returns") when there are no samples.
• BacktestError::ReturnsLabelSpansLengthMismatch when the lengths differ.
• BacktestError::Invalid with name = "returns" when a return is NaN or infinite.
• BacktestError::LabelSpanEndBeforeStart when a span ends before it starts.

Trait Implementations

impl Clone for BacktestData

fn clone(&self) -> BacktestData

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BacktestData

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for BacktestData

fn eq(&self, other: &BacktestData) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for BacktestData