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crates/cre8-app-capitalstrategy/src/backtest.rs

cre8-app-capitalstrategy · module backtest · src · 357 lines (289 code, 28 comment) · sha c9045d8c387f250f

Items

const DEFAULT_MIN_BARS_PER_WINDOW

Functions

By call-graph weight (PageRank; 1.0 is the average function). 17 functions in all.

functionkindlinescyclomaticcallerscalleesweightcrystal
sanitizesrc/backtest.rs:218fn32201.6
run_backtestsrc/backtest.rs:15fn637551.6
compute_summarysrc/backtest.rs:157fn414211.2
horizon_distributionsrc/backtest.rs:134fn71201
close_to_close_returnssrc/backtest.rs:127fn63200.8
normal_likelihoodsrc/backtest.rs:142fn103200.8
z_scoresrc/backtest.rs:153fn32200.8
backtest_stepsrc/backtest.rs:79fn476170.8
empty_resultsrc/backtest.rs:199fn181100.8
guardsrc/backtest.rs:227fn31210.7
barsrc/backtest.rs:231fn161100.7
horizon_distribution_scales_mean_linearly_and_sigma_by_sqrt_tsrc/backtest.rs:249fn81010.5
close_to_close_returns_skip_nonpositive_closessrc/backtest.rs:259fn71020.5
normal_likelihood_peaks_at_mean_and_z_is_symmetricsrc/backtest.rs:268fn111020.5
summary_verdicts_track_mean_abs_zsrc/backtest.rs:281fn271010.5
insufficient_history_is_explicit_not_fabricatedsrc/backtest.rs:310fn81030.5
walk_forward_backtest_never_reads_past_the_windowsrc/backtest.rs:320fn375050.5

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