numeraire.Splitter#

class numeraire.Splitter(*args, **kwargs)[source]#

Bases: Protocol

Yields (train, test) views — purge/embargo/PIT aware. May wrap sklearn splitters.

__init__(*args, **kwargs)#

Methods

__init__(*args, **kwargs)

split(view)

Yield (train, test) view pairs; the test view is strictly future of train.

split(view: DataView) Iterator[tuple[DataView, DataView]][source]#

Yield (train, test) view pairs; the test view is strictly future of train.