Interface AlphaBacktester.WeightBuilder

Enclosing class:

AlphaBacktester

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public static interface AlphaBacktester.WeightBuilder

Builds target weights from raw scores at a rebalance (the construction hook).

Method Summary

Modifier and Type	Method	Description
double[]	weights(AlphaContext ctx, double[] scores, int index)

Method Details

weights

double[] weights(AlphaContext ctx,
 double[] scores,
 int index)