Result๏
Result: what a run returns โ predictions, settlements, and diagnostics.
The vectorbt lesson: a backtest should hand back a rich object you can
interrogate (.stats(), .score, .rank_against(problem)), not a dict
of floats. The leaderboard and rebase-hillclimbโs val_score: line both
read from here.
- class emflow.run.result.Result(problem: 'str', model: 'str', objective: 'str', lower_is_better: 'bool', split: 'str', mode: 'str', predictions: 'pd.DataFrame', settlements: 'pd.DataFrame', analysis: 't.Dict[str, dict]' = <factory>, aggregate: 'str' = 'mean')[source]๏
Bases:
object- problem: str๏
- model: str๏
- objective: str๏
- lower_is_better: bool๏
- split: str๏
- mode: str๏
- analysis: Dict[str, dict]๏
- aggregate: str = 'mean'๏
- property score: float๏
Overall objective score: per-origin scores pooled by the number of scored timestamps for mean-type metrics, summed for sum-type ones (e.g. trading revenue).
- property n_scored: int๏
- property n_origins: int๏