Uses of Record Class
com.quantfinlib.backtest.Trade
Packages that use Trade
Package
Description
Bar-based backtesting engines, execution models and performance analytics.
Validation tools that test a backtest for overfitting.
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Uses of Trade in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest that return types with arguments of type TradeMethod parameters in com.quantfinlib.backtest with type arguments of type TradeModifier and TypeMethodDescriptionstatic TradeAnalytics.ResultComputes trade-level statistics.static PerformanceMetricsConstructor parameters in com.quantfinlib.backtest with type arguments of type TradeModifierConstructorDescriptionBacktestResult(String strategyName, String symbol, double[] equityCurve, List<Trade> trades, int periodsPerYear) -
Uses of Trade in com.quantfinlib.backtest.validation
Methods in com.quantfinlib.backtest.validation that return types with arguments of type TradeModifier and TypeMethodDescriptionWalkForwardAnalyzer.WalkForwardResult.outOfSampleTrades()outOfSampleTrades.Method parameters in com.quantfinlib.backtest.validation with type arguments of type TradeModifier and TypeMethodDescriptionShuffles the trade order and records the drawdown distribution.