CVResult

Defined in fynance.models.rolling

class CVResult(oof_predictions, fold_metrics, mean_metric, std_metric)

Bases: object

Results from _RollingBasis.cross_validate.

Attributes:

oof_predictionsnp.ndarray

Out-of-fold predictions, shape (T, n_out). Positions that fall before the first test fold are filled with NaN.

fold_metricslist of float

Per-fold metric values (empty list when metric_fn is None).

mean_metricfloat or None

Mean of fold_metrics, or None when no metric was provided.

std_metricfloat or None

Standard deviation of fold_metrics, or None when no metric was provided.