Uses of Record Class
com.quantfinlib.backtest.ExecutionAlgoBacktester.Result
Packages that use ExecutionAlgoBacktester.Result
Package
Description
Bar-based backtesting engines, execution models and performance analytics.
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Uses of ExecutionAlgoBacktester.Result in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest that return ExecutionAlgoBacktester.ResultModifier and TypeMethodDescriptionExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark) ExecutionAlgoBacktester.run(BarSeries, Side, long, BenchmarkExecutor.Benchmark, double)for the time/volume benchmarks (no POV rate needed).ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double povRate) WorksparentQtythrough the session underbenchmarkand grades it.