CreateBacktestSpecification: Create a list describing backtest parameters

Description Usage Arguments Details Value Examples

View source: R/Partitions.R

Description

Uniquely defines a Backtest used in a DatetimePartitioning

Usage

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CreateBacktestSpecification(
  index,
  gapDuration,
  validationStartDate,
  validationDuration
)

Arguments

index

integer. The index of the backtest

gapDuration

character. The desired duration of the gap between training and validation data for the backtest in duration format (ISO8601).

validationStartDate

character. The desired start date of the validation data for this backtest (RFC 3339 format).

validationDuration

character. The desired end date of the validation data for this backtest in duration format (ISO8601).

Details

Includes only the attributes of a backtest directly controllable by users. The other attributes are assigned by the DataRobot application based on the project dataset and the user-controlled settings. All durations should be specified with a duration string such as those returned by the ConstructDurationString helper function.

Value

list with backtest parameters

Examples

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zeroDayDuration <- ConstructDurationString()
hundredDayDuration <- ConstructDurationString(days = 100)
CreateBacktestSpecification(index = 0,
                            gapDuration = zeroDayDuration,
                            validationStartDate = "1989-12-01",
                            validationDuration = hundredDayDuration)

datarobot documentation built on June 2, 2021, 9:06 a.m.