Uses of Enum Class
com.quantfinlib.backtest.FillPolicy
Packages that use FillPolicy
Package
Description
Cross-sectional alpha research: signal generation, evaluation,
validation, execution-aware backtesting, portfolio construction and
reporting, each a separate step.
Bar-based backtesting engines, execution models and performance analytics.
Multi-asset portfolio backtesting with point-in-time universes and
financing.
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Uses of FillPolicy in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return FillPolicyModifier and TypeMethodDescriptionAlphaBacktester.Config.fillPolicy()Returns the value of thefillPolicyrecord component.AlphaBacktester.Result.fillPolicy()fillPolicy.Methods in com.quantfinlib.alpha with parameters of type FillPolicyConstructors in com.quantfinlib.alpha with parameters of type FillPolicyModifierConstructorDescriptionConfig(int startIndex, int rebalanceEveryBars, double commissionBps, double halfSpreadBps, double slippageBps, double capital, int impactWindow, int periodsPerYear, FillPolicy fillPolicy, double borrowBpsPerYear, double cashRatePerYear, double marginRatePerYear, double maxParticipation) Creates an instance of aConfigrecord class.Result(double[] netEquity, double[] grossEquity, PerformanceMetrics netMetrics, PerformanceMetrics grossMetrics, double commissionDrag, double spreadDrag, double slippageDrag, double impactDrag, double financingDrag, double meanTurnover, double meanTrackingGap, FillPolicy fillPolicy) Creates the value; array and collection arguments are copied. -
Uses of FillPolicy in com.quantfinlib.backtest
Subclasses with type arguments of type FillPolicy in com.quantfinlib.backtestMethods in com.quantfinlib.backtest that return FillPolicyModifier and TypeMethodDescriptionBacktestConfig.fillPolicy()Returns the value of thefillPolicyrecord component.static FillPolicyReturns the enum constant of this class with the specified name.static FillPolicy[]FillPolicy.values()Returns an array containing the constants of this enum class, in the order they are declared.Methods in com.quantfinlib.backtest with parameters of type FillPolicyConstructors in com.quantfinlib.backtest with parameters of type FillPolicyModifierConstructorDescriptionBacktestConfig(double initialCapital, double commissionRate, double slippageRate, double stopLossPct, double takeProfitPct, int periodsPerYear, FillPolicy fillPolicy) Creates an instance of aBacktestConfigrecord class. -
Uses of FillPolicy in com.quantfinlib.backtest.portfolio
Methods in com.quantfinlib.backtest.portfolio that return FillPolicyModifier and TypeMethodDescriptionPortfolioBacktester.Config.fillPolicy()Returns the value of thefillPolicyrecord component.Methods in com.quantfinlib.backtest.portfolio with parameters of type FillPolicyConstructors in com.quantfinlib.backtest.portfolio with parameters of type FillPolicyModifierConstructorDescriptionConfig(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel, FillPolicy fillPolicy, PortfolioBacktester.Financing financing) Creates an instance of aConfigrecord class.