run_experiment¶
Defined in fynance.research
- run_experiment(strategy, data, *, name, y=None, walk_forward=None, costs=None, period=252, seed=0, code=None, output_dir=None)[source]
Run a strategy experiment and return a populated
Experiment.- Parameters:
- strategyfynance.strategy.Strategy
The composed strategy (features -> model -> signal -> cost).
- dataPriceSeries or array-like
Price series the strategy runs on (coerced to float64).
- namestr
Experiment slug (also the output sub-directory).
- yarray-like, optional
Supervised target for a model-based strategy run via
walk_forward. Defaults to zeros (ignored by rule-based strategies).- walk_forwarddict, optional
Window params for
Strategy.run_walk_forward(train/test/step/purge).Noneruns a single pass.- costsCostModel, optional
Overrides the strategy’s own cost model for this run when given.
- periodint
Annualization factor for the metrics.
- seedint
Master seed (numpy + torch).
- codestr, optional
Generated strategy source, stored verbatim on the experiment.
- output_dirstr or pathlib.Path, optional
When given, the experiment is saved under
<output_dir>/<name>/.
- Returns:
- Experiment
Populated with
spec,metricsandseries.