BacktestOverfittingSheet¶
-
class
qf_lib.analysis.backtests_overfitting.backtest_overfitting_sheet.
BacktestOverfittingSheet
(**kwargs)[source]¶ Bases:
qf_lib.analysis.common.abstract_document.AbstractDocument
Creates a document summarising all the statistics related to the probability of backtest overfitting.
- Parameters
settings (Settings) – necessary settings
pdf_exporter (PDFExporter) – used to export the document to PDF
title (str) – title of the document