backtest
Perform walk-forward validation of trading strategies with historical data and baseline classifiers, returning accuracy, balanced accuracy, macro F1, MCC, and benchmark baselines.
Instructions
walk-forward backtest(yfinance 資料 + baseline 分類器)。
輸出含分類指標(accuracy/balanced_accuracy/macro_f1/mcc)與 baselines
(uniform_random=1/3、majority_class_baseline、naive direction baseline)。
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| model | No | lgbm | |
| period | No | 1y | |
| symbol | No | ^N225 | |
| n_splits | No |