Wf Selector

systematica.walk_forward.wf_selector

WalkForwardSelector

WalkForwardSelector(
    *args,
    **kwds,
)

Enumeration for different types of model.

Ancestors

• enum.Enum

Class variables

• CV: Cross-validated analytics method.

• ROLLING: Rolling analytics method.

Static methods

from_model_cls

from_model_cls(
    model_cls: Type,
    use_rolling: bool = False,
) ‑> systematica.walk_forward.wf_selector.WalkForwardSelector

Select the appropriate enum member based on model attributes.

Parameters:

Name	Type	Default	Description
model_cls	Type	--	Model class to inspect.
use_rolling	bool	False	Whether to enforce the rolling method.

Returns:

Type	Description
WalkForwardSelector	Enum member.

Raises:

Type	Description
ValueError	If the model is incompatible with both rolling and CV methods.

from_model_params

from_model_params(
    model_params: Type,
    use_rolling: bool = False,
) ‑> systematica.walk_forward.wf_selector.WalkForwardSelector

Select the appropriate walk-forward method based on a parameters dictionary.

Parameters:

Name	Type	Default	Description
model_params	dict	--	Dictionary of model parameters.
use_rolling	bool	False	Whether to enforce the rolling method.

Returns:

Type	Description
WalkForwardSelector	Enum member corresponding to the suitable walk-forward type.

Raises:

Type	Description
ValueError	If the parameters are incompatible with both rolling and CV methods.

Methods

get_params

get_params(
    self,
    instance: Any,
) ‑> Dict[str, Any]

Retrieve parameters.

Parameters:

Name	Type	Default	Description
instance	Any	--	The model instance providing configuration attributes.

Returns:

Type	Description
tp.Kwargs	Parameter dictionary for initializing the walk-forward process.