Uses of Class
com.quantfinlib.backtest.BacktestResult

Packages that use BacktestResult

Package	Description
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.

Uses of BacktestResult in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return BacktestResult

Modifier and Type	Method	Description
BacktestResult	ExecutionAwareResult.backtest()
BacktestResult	Backtester.Segment.result()	Returns the value of the result record component.
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 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.

Constructors in com.quantfinlib.backtest with parameters of type BacktestResult

Modifier	Constructor	Description
	Segment(BacktestResult result, Backtester.State endState)	Creates an instance of a Segment record class.