Uses of Interface
com.quantfinlib.backtest.TradeCostModel
Packages that use TradeCostModel
Package
Description
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 TradeCostModel in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest that return TradeCostModelModifier and TypeMethodDescriptionExecutionAlgoBacktester.Config.costModel()Returns the value of thecostModelrecord component.static TradeCostModelTradeCostModel.flat(double bps) Fixed all-in bps per trade — commission-only, size-independent.static TradeCostModelTradeCostModel.institutional(double commissionBps, double halfSpreadBps, double slippageBps, int impactWindow) The institutional four-component model.Constructors in com.quantfinlib.backtest with parameters of type TradeCostModelModifierConstructorDescriptionConfig(double spreadBps, double participationCap, TradeCostModel costModel) Creates an instance of aConfigrecord class. -
Uses of TradeCostModel in com.quantfinlib.backtest.portfolio
Methods in com.quantfinlib.backtest.portfolio that return TradeCostModelModifier and TypeMethodDescriptionPortfolioBacktester.Config.costModel()Returns the value of thecostModelrecord component.Methods in com.quantfinlib.backtest.portfolio with parameters of type TradeCostModelModifier and TypeMethodDescriptionPortfolioBacktester.Config.withCostModel(TradeCostModel model) Pluggable per-trade costs (e.g.Constructors in com.quantfinlib.backtest.portfolio with parameters of type TradeCostModelModifierConstructorDescriptionConfig(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel) Next-open fills, no financing.Config(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel, FillPolicy fillPolicy, PortfolioBacktester.Financing financing) Creates an instance of aConfigrecord class.