Class GridSearchOptimizer.Candidate

java.lang.Object

com.quantfinlib.backtest.validation.GridSearchOptimizer.Candidate

Enclosing class:

GridSearchOptimizer

public static final class GridSearchOptimizer.Candidate
extends Object

One grid point: its parameters, metrics, objective and equity curve.

Constructor Summary

Constructors

Constructor	Description
Candidate(Map<String,Double> params, PerformanceMetrics metrics, double objective, double[] equityCurve)	Creates the value; array and collection arguments are copied.

Method Summary

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

Methods inherited from class Object

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

Constructor Details

Candidate

public Candidate(Map<String,Double> params,
 PerformanceMetrics metrics,
 double objective,
 double[] equityCurve)

Creates the value; array and collection arguments are copied.

Method Details

params

public Map<String,Double> params()

params.

metrics

public PerformanceMetrics metrics()

metrics.

objective

public double objective()

objective.

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.

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