Uses of Record Class
com.quantfinlib.backtest.portfolio.PortfolioBacktester.Config

Packages that use PortfolioBacktester.Config

Package	Description
com.quantfinlib.backtest.portfolio	Multi-asset portfolio backtesting with point-in-time universes and financing.

Uses of PortfolioBacktester.Config in com.quantfinlib.backtest.portfolio

Methods in com.quantfinlib.backtest.portfolio that return PortfolioBacktester.Config

Modifier and Type	Method	Description
static PortfolioBacktester.Config	PortfolioBacktester.Config.defaults()
PortfolioBacktester.Config	PortfolioBacktester.Config.withCostModel(TradeCostModel model)	Pluggable per-trade costs (e.g.
PortfolioBacktester.Config	PortfolioBacktester.Config.withFillPolicy(FillPolicy policy)
PortfolioBacktester.Config	PortfolioBacktester.Config.withFinancing(PortfolioBacktester.Financing terms)
PortfolioBacktester.Config	PortfolioBacktester.Config.withRebalanceEvery(int bars)

Methods in com.quantfinlib.backtest.portfolio with parameters of type PortfolioBacktester.Config

Modifier and Type	Method	Description
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config)	Classic run: every supplied symbol is tradeable on every bar.
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends)	Survivorship-aware run (see the class doc for semantics).
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, Map<String, BarSeries> signalData, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends)	Survivorship-aware run on a price pair: signalData (split and dividend adjusted, for example via CorporateActions.adjust(BarSeries, List)) is what the strategy sees for its signals; data (unadjusted) is what the engine trades, values and pays dividends on.
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, Map<String, BarSeries> signalData, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends, PortfolioBacktester.Participation participation)	The price-pair run with a participation cap (null = none).
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, Map<String, BarSeries> signalData, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends, PortfolioBacktester.Participation participation, Map<String, List<CorporateEvents.Event>> corporateEvents)	The participation-capped run plus extended CorporateEvents, booked on the position book on their ex-date (after the 2.1 cash dividends, before terminal events).