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API reference

Choose a topic for signatures, parameters, and examples rendered from the source docstrings. New to the package? Start with the Quickstart.

Topic What you will find
Splitters Shared splitter parameters and concrete CV classes
Purge and embargo Row-level training-index filters
Backtest paths CPCV path reconstruction and return summaries
Statistical metrics PSR, DSR, track-record lengths, and trial counts
Backtest overfitting and Optuna PBO results and optional search callbacks
Diagnostics and exceptions Fold audits, leakage assertions, and exceptions
Time inputs and utilities Input aliases, horizon parsing, and validation

Symbol index

Old /api/#purgedcv... links open the matching topic when JavaScript is enabled. Without JavaScript, follow the symbol links below. The runtime package version is available as purgedcv.__version__.

Input type aliases

Splitters

Backtest paths

Row-level primitives

Time and horizon utilities

Statistical metrics

Backtest overfitting

Optuna integration

Diagnostics

Exceptions