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purgedcv

scikit-learn-compatible cross-validation for time-series and financial machine learning: purging, embargoes, combinatorial purged CV, and deflated Sharpe ratios.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install purgedcv

Dependencies

• numpy
• pandas
• scipy
• scikit-learn

Releases

Version	Released	Bullseye Python 3.9	Bookworm Python 3.11	Trixie Python 3.13	Files
0.1.1	2026-06-05
purgedcv-0.1.1-py3-none-any.whl (52 KB)
0.1.0	2026-06-05
purgedcv-0.1.0-py3-none-any.whl (51 KB)
0.0.12	2026-05-30
purgedcv-0.0.12-py3-none-any.whl (51 KB)
0.0.11	2026-05-30
purgedcv-0.0.11-py3-none-any.whl (51 KB)
0.0.10	2026-05-24
purgedcv-0.0.10-py3-none-any.whl (35 KB)
0.0.9	2026-05-22
purgedcv-0.0.9-py3-none-any.whl (31 KB)
0.0.8	2026-05-21
purgedcv-0.0.8-py3-none-any.whl (30 KB)
0.0.7	2026-05-20
purgedcv-0.0.7-py3-none-any.whl (30 KB)
0.0.6	2026-05-20
purgedcv-0.0.6-py3-none-any.whl (30 KB)
0.0.5	2026-05-20
purgedcv-0.0.5-py3-none-any.whl (30 KB)
0.0.4	2026-05-17
purgedcv-0.0.4-py3-none-any.whl (29 KB)
0.0.3	2026-05-16
purgedcv-0.0.3-py3-none-any.whl (29 KB)
0.0.2	2026-05-16
purgedcv-0.0.2-py3-none-any.whl (28 KB)
0.0.1	2026-05-16
purgedcv-0.0.1-py3-none-any.whl (28 KB)

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