BacktestOverfittingSheet
- class qf_lib.analysis.backtests_overfitting.backtest_overfitting_sheet.BacktestOverfittingSheet(**kwargs)[source]
Bases:
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