Uses of Interface
com.quantfinlib.backtest.validation.StrategyFactory
Packages that use StrategyFactory
Package
Description
Validation tools that test a backtest for overfitting.
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Uses of StrategyFactory in com.quantfinlib.backtest.validation
Methods in com.quantfinlib.backtest.validation with parameters of type StrategyFactoryModifier 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)