Uses of Record Class
com.quantfinlib.backtest.BacktestConfig

Packages that use BacktestConfig

Package	Description
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.
com.quantfinlib.backtest.validation	Validation tools that test a backtest for overfitting.

Uses of BacktestConfig in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return BacktestConfig

Modifier and Type	Method	Description
static BacktestConfig	BacktestConfig.defaults()	Daily-bar defaults matching TradeCostModel.institutional(1, 2, 1, …) without impact: 1 bp commission, 3 bp slippage (2 bp half-spread plus 1 bp shortfall), next-open fills, 100,000 capital.
static BacktestConfig	BacktestConfig.frictionless()	No commission, no slippage, next-open fills: for unit tests and attribution of costs.
BacktestConfig	BacktestConfig.withCommission(double rate)
BacktestConfig	BacktestConfig.withFillPolicy(FillPolicy policy)
BacktestConfig	BacktestConfig.withInitialCapital(double capital)
BacktestConfig	BacktestConfig.withSlippage(double rate)
BacktestConfig	BacktestConfig.withStopLoss(double pct)
BacktestConfig	BacktestConfig.withTakeProfit(double pct)

Methods in com.quantfinlib.backtest with parameters of type BacktestConfig

Modifier and Type	Method	Description
static InstantExecution	InstantExecution.from(BacktestConfig config)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom)	Variant with a warm-up prefix: indicators are initialised over the whole series, but no signal is acted on (and no equity recorded) before tradeFrom.
static ExecutionAwareResult	ExecutionAwareBacktester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, ExecutionModel model)
static Backtester.Segment	Backtester.runSegment(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom, Backtester.State start, int indexOffset, boolean liquidateAtEnd)	Runs bars [tradeFrom, n) of series starting from start.
static BacktestResult	Backtester.runWholeLots(TradingStrategy strategy, BarSeries series, BacktestConfig config, double lotSize)	As Backtester.run(TradingStrategy, BarSeries, BacktestConfig) but entries buy a whole number of lots instead of investing all cash.

Uses of BacktestConfig in com.quantfinlib.backtest.validation

Methods in com.quantfinlib.backtest.validation with parameters of type BacktestConfig

Modifier and Type	Method	Description
static WalkForwardAnalyzer.WalkForwardResult	WalkForwardAnalyzer.analyze(BarSeries series, ParameterGrid grid, StrategyFactory factory, BacktestConfig config, int trainBars, int testBars, ToDoubleFunction<PerformanceMetrics> objective)	Runs a walk-forward optimisation over the parameter grid.
static GridSearchOptimizer.Candidate	GridSearchOptimizer.best(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective)	The winning parameter set only.
static List<GridSearchOptimizer.Candidate>	GridSearchOptimizer.search(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective)