SliceFit
Bases: Object
One-dimensional cross-section of the parameter space: one parameter varies while every other is held constant.
fixed_parameters: Dict[str, float]
Values of the other parameters held constant for this slice.
sharpe_range: float
Max Sharpe minus min Sharpe across this slice.
max_abs_derivative: float
Maximum absolute slope across this slice's linear segments.
segments: Sequence[LinearSegment]
Piecewise linear pieces of the fit; one per adjacent pair of grid points.