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

Packages that use PortfolioBacktester.Participation

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

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

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

Modifier and Type	Method	Description
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).