Test on the hold-out
run_held_out_testThe final out-of-sample check: runs a finished run's exact code once over its study's hold-out period. Call it at the end, on the run you would keep: the first held-out test per account and market is the one that counts, and a hold-out with too few trades for figures (a result needs 10) spends it all the same: each development run says how many trades the hold-out is expected to hold, in hold_out_estimate.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| run_id | Yes | A run of a study with a hold-out, which ran. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| next | No | ||
| basis | No | ||
| grade | No | ||
| lines | No | ||
| market | No | ||
| reason | No | ||
| run_id | No | ||
| status | Yes | ||
| window | No | ||
| message | No | ||
| metrics | No | ||
| notices | No | ||
| version | No | ||
| headline | No | ||
| held_out | No | ||
| settings | No | ||
| study_id | No | ||
| warnings | No | ||
| retryable | No | ||
| disclaimer | No | The hypothetical-performance line, on a result (a run, or a study's runs): the same text the app shows with every result. | |
| look_ahead | No | ||
| trade_list | No | The run's trades in the order they were made, a page at a time: when each entered and left (a day on daily bars; a time on the `clock` on shorter ones; "open at the end" for a trade still open when the data ended), its side, whether it won or lost after costs, and which exit ended it (a word: stop, exit rule, target, time limit…). No prices, levels, sizes or returns. | |
| buy_and_hold | No | ||
| replayed_from | No | ||
| grade_withheld | No | ||
| runs_left_today | No | ||
| hold_out_estimate | No | ||
| poll_after_seconds | No | ||
| stated_rule_breaks | No |