Uses of Class
com.quantfinlib.alpha.AlphaBacktester.Traced

Packages that use AlphaBacktester.Traced

Package	Description
com.quantfinlib.alpha	Cross-sectional alpha research: signal generation, evaluation, validation, execution-aware backtesting, portfolio construction and reporting, each a separate step.

Uses of AlphaBacktester.Traced in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return AlphaBacktester.Traced

Modifier and Type	Method	Description
static AlphaBacktester.Traced	AlphaBacktester.runTraced(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.RiskOptions options)	AlphaBacktester.run(AlphaContext, AlphaFactor, Config, RiskOptions) with the per-bar trace.
static AlphaBacktester.Traced	AlphaBacktester.runTraced(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.WeightBuilder builder)	AlphaBacktester.run(AlphaContext, AlphaFactor, Config, WeightBuilder) with the per-bar trace.

Methods in com.quantfinlib.alpha with parameters of type AlphaBacktester.Traced

Modifier and Type	Method	Description
static BacktestAttribution	BacktestAttribution.attribute(AlphaContext ctx, AlphaBacktester.Traced traced, String[] sectors, AlphaRiskModels.Spec spec)	Attributes a traced run.
static double[]	AlphaReport.exposureSummary(AlphaBacktester.Traced traced)	Mean book exposure over a traced run, per bar: [gross Σ|w|, net Σw, long Σw⁺, short Σw⁻, names held].