Uses of Record Class
com.quantfinlib.backtest.DrawdownAnalytics.Drawdown
Packages that use DrawdownAnalytics.Drawdown
Package
Description
Bar-based backtesting engines, execution models and performance analytics.
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Uses of DrawdownAnalytics.Drawdown in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest that return types with arguments of type DrawdownAnalytics.DrawdownModifier and TypeMethodDescriptionDrawdownAnalytics.Result.episodes()Returns the value of theepisodesrecord component.Constructor parameters in com.quantfinlib.backtest with type arguments of type DrawdownAnalytics.DrawdownModifierConstructorDescriptionResult(double maxDepth, int maxDuration, double timeUnderWater, List<DrawdownAnalytics.Drawdown> episodes) Creates an instance of aResultrecord class.