INNER CODE UNIT · Python
_oos_start
initial-d/ml-quant-trading · src/mlquant/cli/main.py:79
def _oos_start(cfg, n_dates: int) -> int:
"""First out-of-sample date index; the model only trains on dates before it."""
train_frac = float(cfg.get("train_frac", 0.6))
if not 0.0 < train_frac < 1.0:
raise click.BadParameter(f"train_frac must be in (0, 1), got {train_frac}")
return max(1, min(n_dates - 2, int(n_dates * train_frac)))
def _date_str(value) -> str:
return str(np.datetime_as_string(np.datetime64(value, "D")))
def _write_backtest_summary(
output_dir: Path,
metrics: dict,
*,
config_path: str,
costs_bps: float,