style: wrap long helper signature in backtest pipeline
This commit is contained in:
@@ -236,7 +236,11 @@ def _m1_pred(train_labels: Sequence[int]) -> int:
|
|||||||
return train_labels[-1]
|
return train_labels[-1]
|
||||||
|
|
||||||
|
|
||||||
def _build_execution_model(*, cost_model: BacktestCostModel, fold_seed: int) -> BacktestExecutionModel:
|
def _build_execution_model(
|
||||||
|
*,
|
||||||
|
cost_model: BacktestCostModel,
|
||||||
|
fold_seed: int,
|
||||||
|
) -> BacktestExecutionModel:
|
||||||
return BacktestExecutionModel(
|
return BacktestExecutionModel(
|
||||||
ExecutionAssumptions(
|
ExecutionAssumptions(
|
||||||
slippage_bps_by_session=dict(cost_model.slippage_bps_by_session or {}),
|
slippage_bps_by_session=dict(cost_model.slippage_bps_by_session or {}),
|
||||||
|
|||||||
Reference in New Issue
Block a user