Uses of Record Class
com.quantfinlib.backtest.BenchmarkComparison.Result
Packages that use BenchmarkComparison.Result
Package
Description
Bar-based backtesting engines, execution models and performance analytics.
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Uses of BenchmarkComparison.Result in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest that return BenchmarkComparison.ResultModifier and TypeMethodDescriptionstatic BenchmarkComparison.ResultBenchmarkComparison.compare(double[] strategy, double[] benchmark, int periodsPerYear) Compares strategy returns with benchmark returns.