Uses of Package
com.quantfinlib.backtest.portfolio

Packages that use com.quantfinlib.backtest.portfolio

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

Classes in com.quantfinlib.backtest.portfolio used by com.quantfinlib.backtest.portfolio

Class	Description
CrossSectionalMomentum.Config	Momentum strategy settings.
PortfolioBacktester.Config	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.
PortfolioBacktester.Financing	Financing terms, all annual.
PortfolioBacktester.Participation	Participation cap: each symbol trades at most maxFractionOfAdv × ADV shares per bar, with ADV the mean volume of the advWindow bars before the fill bar (fewer at the start of the data; none on bar 0, so nothing trades there).
PortfolioBacktester.Result	dividendCashCredited and lifecycleEventsApplied are populated by the survivorship-aware overload (zero otherwise).
PortfolioStrategy	A multi-asset, weight-based strategy for the PortfolioBacktester.