Uses of Enum Class
com.quantfinlib.execution.BenchmarkExecutor.Benchmark
Packages that use BenchmarkExecutor.Benchmark
Package
Description
Bar-based backtesting engines, execution models and performance analytics.
Order routing, execution algorithms and the venue models they learn
from.
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Uses of BenchmarkExecutor.Benchmark in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest with parameters of type BenchmarkExecutor.BenchmarkModifier and TypeMethodDescriptionExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark) ExecutionAlgoBacktester.run(BarSeries, Side, long, BenchmarkExecutor.Benchmark, double)for the time/volume benchmarks (no POV rate needed).ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double povRate) WorksparentQtythrough the session underbenchmarkand grades it. -
Uses of BenchmarkExecutor.Benchmark in com.quantfinlib.execution
Subclasses with type arguments of type BenchmarkExecutor.Benchmark in com.quantfinlib.executionModifier and TypeClassDescriptionstatic enumThe benchmark this parent is measured against.Methods in com.quantfinlib.execution that return BenchmarkExecutor.BenchmarkModifier and TypeMethodDescriptionBenchmarkExecutor.benchmark()static BenchmarkExecutor.BenchmarkReturns the enum constant of this class with the specified name.static BenchmarkExecutor.Benchmark[]BenchmarkExecutor.Benchmark.values()Returns an array containing the constants of this enum class, in the order they are declared.Methods in com.quantfinlib.execution with parameters of type BenchmarkExecutor.BenchmarkModifier and TypeMethodDescriptionstatic BenchmarkExecutorBenchmarkExecutor.of(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark) Sensible defaults: alpha urgency 1 (a full-scale normalized alpha of ±1 doubles/halves the pace, smoothly and never rail-pinned), child capped at 25% of displayed depth.Constructors in com.quantfinlib.execution with parameters of type BenchmarkExecutor.BenchmarkModifierConstructorDescriptionBenchmarkExecutor(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double participationRate, double alphaUrgency, double maxDepthFraction)