Uses of Class
com.quantfinlib.backtest.validation.ParameterGrid
Packages that use ParameterGrid
Package
Description
Validation tools that test a backtest for overfitting.
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Uses of ParameterGrid in com.quantfinlib.backtest.validation
Methods in com.quantfinlib.backtest.validation that return ParameterGridMethods in com.quantfinlib.backtest.validation with parameters of type ParameterGridModifier and TypeMethodDescriptionWalkForwardAnalyzer.analyze(BarSeries series, ParameterGrid grid, StrategyFactory factory, BacktestConfig config, int trainBars, int testBars, ToDoubleFunction<PerformanceMetrics> objective) Runs a walk-forward optimisation over the parameter grid.GridSearchOptimizer.best(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective) The winning parameter set only.static List<GridSearchOptimizer.Candidate> GridSearchOptimizer.search(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective)