backtest_forecaster#

Forecasting model adapter layer for backtesting integration.

Bridges the gap between any forecasting model and the backtesting pipeline by defining standard interfaces for training, prediction, and configuration.

Submodules#

openstef_beam.backtesting.backtest_forecaster.dummy_forecaster

Minimal forecaster for testing backtesting pipelines.

openstef_beam.backtesting.backtest_forecaster.mixins

Standard interfaces for integrating forecasting models with backtesting.

Classes#

BacktestBatchForecasterMixin()

Extension mixin for forecasters that support batch prediction operations.

BacktestForecasterConfig(**data)

Configuration parameters for backtesting forecasting models.

BacktestForecasterMixin()

Mixin defining the interface for forecasting models in backtesting frameworks.

DummyForecaster([config, predict_quantiles])

Simple forecaster implementation for testing and development purposes.