BacktestResult._series_index#

BacktestResult._series_index(name)[source]#

The column index of a series label, after checking it exists.

Parameters:

name (str) – One of names.

Return type:

int

Returns:

Its position.

Raises:

SpecificationError – If the label is unknown.

Example

>>> import numpy as np
>>> from cultivars.multivariate.reduced_form.vector_autoregression import VAR
>>> y = np.random.default_rng(0).standard_normal((130, 2))
>>> record = Backtest(y, lambda w: VAR(w, order=1).fit(), horizons=1, start=100).run()
>>> record._series_index("y2")
1