Range Bar Evaluation Metrics

Machine-readable reference + computation scripts for state-of-the-art metrics evaluating range bar (price-based sampling) data.

When to Use This Skill

Use this skill when:

• Evaluating ML model performance on range bar data
• Computing Sharpe ratios with non-IID bar sequences
• Running Walk-Forward Optimization metric analysis
• Calculating PSR, DSR, or MinTRL statistical tests
• Generating evaluation reports from fold results

Quick Start

# Compute metrics from predictions + actuals
python scripts/compute_metrics.py --predictions preds.npy --actuals actuals.npy --timestamps ts.npy