nx_fin_paper.nx
buildroot/runtime/nx_fin_paper.nx
about
nx_fin_paper.nx -- R5: PAPER / forward simulation = the OVERFIT CHECK before any capital. Splits the bar
history into in-sample (train) vs OUT-OF-SAMPLE (test), replays the strategy signals through the R2 engine on
the OOS slice ONLY, and asks the honest question: does the edge SURVIVE on data it never saw? An edge that
only works in-sample is overfit -- this is the gate before R6 live. Composes R1 (MD_FIELDS) + R2 (bt_run).
license_tier: ORIGINAL
dependencies 3 imports · 2 importers
imports: nx_syscalls.nxnx_fin_marketdata.nxnx_fin_backtest.nx
imported by: nx_fin_marketdata_fetch.nxnx_fin_paper_gate.nx
structs
| none |
consts
| 9 | const K_MAGIC_10000: i64 = 10000 |
functions
| 12 | func pp_split(nbars: i64, is_frac_bps: i64) -> i64 { return nbars * is_frac_bps / K_MAGIC_10000 } called by 1: main |
| 16 | func pp_oos_run(bars: *i64, nbars: i64, signals: *i64, split_idx: i64, start_equity: i64, |
| 34 | func pp_edge_survives(is_expectancy: i64, oos_expectancy: i64, min_retain_bps: i64) -> i64 called by 1: main |