Record Class PortfolioBacktester.Config

java.lang.Object
java.lang.Record
com.quantfinlib.backtest.portfolio.PortfolioBacktester.Config
Record Components:
fillPolicy - when a decision fills (default NEXT_OPEN)
financing - cash, margin and borrow rates (default none)
Enclosing class:
PortfolioBacktester
public static record PortfolioBacktester.Config(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel, FillPolicy fillPolicy, PortfolioBacktester.Financing financing) extends Record
costModel, when set, supersedes the flat commissionRate for every trade (rebalances and forced index-drop sales alike), the shared TradeCostModel seam that makes a run survivorship-aware and execution-aware at once. Null keeps the flat commission.

  • Constructor Details

    • Config

      public Config(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel, FillPolicy fillPolicy, PortfolioBacktester.Financing financing)
      Creates an instance of a Config record class.
      Parameters:
      initialCapital - the value for the initialCapital record component
      commissionRate - the value for the commissionRate record component
      rebalanceEveryBars - the value for the rebalanceEveryBars record component
      periodsPerYear - the value for the periodsPerYear record component
      costModel - the value for the costModel record component
      fillPolicy - the value for the fillPolicy record component
      financing - the value for the financing record component

    • Config

      public Config(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel)
      Next-open fills, no financing.

  • Method Details

    • defaults

      public static PortfolioBacktester.Config defaults()

    • withRebalanceEvery

      public PortfolioBacktester.Config withRebalanceEvery(int bars)

    • withCostModel

      public PortfolioBacktester.Config withCostModel(TradeCostModel model)
      Pluggable per-trade costs (e.g. TradeCostModel.institutional).

    • withFillPolicy

      public PortfolioBacktester.Config withFillPolicy(FillPolicy policy)

    • withFinancing

      public PortfolioBacktester.Config withFinancing(PortfolioBacktester.Financing terms)

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • initialCapital

      public double initialCapital()
      Returns the value of the initialCapital record component.
      Returns:
      the value of the initialCapital record component

    • commissionRate

      public double commissionRate()
      Returns the value of the commissionRate record component.
      Returns:
      the value of the commissionRate record component

    • rebalanceEveryBars

      public int rebalanceEveryBars()
      Returns the value of the rebalanceEveryBars record component.
      Returns:
      the value of the rebalanceEveryBars record component

    • periodsPerYear

      public int periodsPerYear()
      Returns the value of the periodsPerYear record component.
      Returns:
      the value of the periodsPerYear record component

    • costModel

      public TradeCostModel costModel()
      Returns the value of the costModel record component.
      Returns:
      the value of the costModel record component

    • fillPolicy

      public FillPolicy fillPolicy()
      Returns the value of the fillPolicy record component.
      Returns:
      the value of the fillPolicy record component

    • financing

      public PortfolioBacktester.Financing financing()
      Returns the value of the financing record component.
      Returns:
      the value of the financing record component