CMD + K

purgedcv

Community

scikit-learn-compatible purged and combinatorial cross-validation for time-series and financial machine learning

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::purgedcv

Try This Package Beta

Usage Tracking

0.1.11
0.1.10
0.1.8
0.1.7
0.1.6
5 / 8 versions selected
Downloads (Last 6 months): 0

Description

purgedcv implements purging and embargoing of overlapping labels, walk-forward validation, purged and group-purged k-fold, Combinatorial Purged Cross-Validation (CPCV) with backtest-path reconstruction, and the Probabilistic Sharpe Ratio, Deflated Sharpe Ratio, Minimum Track Record Length, and Minimum Backtest Length. Every splitter follows the scikit-learn splitter protocol.

About

Summary

scikit-learn-compatible purged and combinatorial cross-validation for time-series and financial machine learning

Last Updated

Oct 16, 2026 at 16:04

License

MIT

Supported Platforms

noarch