study

type BayesianOption func(*bayesianStrategy)

type CombinationScore struct {
	Params map[string]string
	Preset string
	Score  float64
	Runs   []RunResult
}

type DateRange struct {
	Start time.Time
	End   time.Time
}

type EngineCustomizer interface {
	EngineOptions(cfg RunConfig) []engine.Option
}

type Numeric interface {
	~int | ~int8 | ~int16 | ~int32 | ~int64 |
		~uint | ~uint8 | ~uint16 | ~uint32 | ~uint64 |
		~float32 | ~float64
}

type ParamSweep struct {
	// contains filtered or unexported fields
}

type Progress struct {
	RunName    string
	RunIndex   int
	TotalRuns  int
	BatchIndex int
	BatchSize  int
	Status     RunStatus
	Err        error
}

type Result struct {
	Runs   []RunResult
	Report report.Report
	Err    error
}

type RunConfig struct {
	Name     string
	Start    time.Time
	End      time.Time
	Deposit  float64
	Preset   string
	Params   map[string]string
	Metadata map[string]string
}

type RunResult struct {
	Config    RunConfig
	Portfolio report.ReportablePortfolio
	Err       error
}

type RunStatus int

type Runner struct {
	Study          Study
	NewStrategy    func() engine.Strategy
	Options        []engine.Option
	Workers        int
	Sweeps         []ParamSweep
	SearchStrategy SearchStrategy
	Splits         []Split
	Objective      portfolio.Rankable
}

type Scenario struct {
	Name        string
	Description string
	Start       time.Time
	End         time.Time
}

type SearchStrategy interface {
	Next(scores []CombinationScore) (configs []RunConfig, done bool)
}

type Split struct {
	Name      string
	FullRange DateRange
	Train     DateRange
	Test      DateRange
	Exclude   []DateRange
}

type Study interface {
	Name() string
	Description() string
	Configurations(ctx context.Context) ([]RunConfig, error)
	Analyze(results []RunResult) (report.Report, error)
}