Class PortfolioBacktester.Result

java.lang.Object

com.quantfinlib.backtest.portfolio.PortfolioBacktester.Result

Enclosing class:

PortfolioBacktester

public static final class PortfolioBacktester.Result
extends Object

dividendCashCredited and lifecycleEventsApplied are populated by the survivorship-aware overload (zero otherwise).

Constructor Summary

Constructors

Constructor	Description
Result(double[] equityCurve, PerformanceMetrics metrics, double totalCosts, double totalTurnoverNotional, Map<String,Double> finalPositions, double dividendCashCredited, int lifecycleEventsApplied, double financingCost)	Creates the value; array and collection arguments are copied.

Method Summary

Modifier and Type	Method	Description
double	dividendCashCredited()	dividendCashCredited.
boolean	equals(Object other)
double	equityCurve(int i)	Element i of equityCurve.
double[]	equityCurveCopy()	A fresh copy of equityCurve.
int	equityCurveLength()	Length of equityCurve.
Map<String,Double>	finalPositions()	finalPositions.
double	financingCost()	financingCost.
int	hashCode()
int	lifecycleEventsApplied()	lifecycleEventsApplied.
PerformanceMetrics	metrics()	metrics.
String	toString()
double	totalCosts()	totalCosts.
double	totalTurnoverNotional()	totalTurnoverNotional.

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Result

public Result(double[] equityCurve,
 PerformanceMetrics metrics,
 double totalCosts,
 double totalTurnoverNotional,
 Map<String,Double> finalPositions,
 double dividendCashCredited,
 int lifecycleEventsApplied,
 double financingCost)

Creates the value; array and collection arguments are copied.

Method Details

equityCurve

public double equityCurve(int i)

Element i of equityCurve.

equityCurveLength

public int equityCurveLength()

Length of equityCurve.

equityCurveCopy

public double[] equityCurveCopy()

A fresh copy of equityCurve.

metrics

public PerformanceMetrics metrics()

metrics.

totalCosts

public double totalCosts()

totalCosts.

totalTurnoverNotional

public double totalTurnoverNotional()

totalTurnoverNotional.

finalPositions

public Map<String,Double> finalPositions()

finalPositions.

dividendCashCredited

public double dividendCashCredited()

dividendCashCredited.

lifecycleEventsApplied

public int lifecycleEventsApplied()

lifecycleEventsApplied.

financingCost

public double financingCost()

financingCost.

equals

public boolean equals(Object other)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object