Record Class SignalEvaluator.Report

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.SignalEvaluator.Report
Enclosing class:
SignalEvaluator
public static record SignalEvaluator.Report(String factorName, double meanIc, double icStd, double ir, double tStat, double hitRate, double meanTurnover, int observations, double[] icSeries) extends Record
The evaluation scorecard; format() renders it for humans.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Report(String factorName, double meanIc, double icStd, double ir, double tStat, double hitRate, double meanTurnover, int observations, double[] icSeries)
    Creates an instance of a Report record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    String
    factorName()
    Returns the value of the factorName record component.
    String
    format()
    One-line human summary in fixed order for report diffs.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    hitRate()
    Returns the value of the hitRate record component.
    double[]
    icSeries()
    Returns the value of the icSeries record component.
    double
    icStd()
    Returns the value of the icStd record component.
    double
    ir()
    Returns the value of the ir record component.
    double
    meanIc()
    Returns the value of the meanIc record component.
    double
    meanTurnover()
    Returns the value of the meanTurnover record component.
    int
    observations()
    Returns the value of the observations record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    tStat()
    Returns the value of the tStat record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Report

      public Report(String factorName, double meanIc, double icStd, double ir, double tStat, double hitRate, double meanTurnover, int observations, double[] icSeries)
      Creates an instance of a Report record class.
      Parameters:
      factorName - the value for the factorName record component
      meanIc - the value for the meanIc record component
      icStd - the value for the icStd record component
      ir - the value for the ir record component
      tStat - the value for the tStat record component
      hitRate - the value for the hitRate record component
      meanTurnover - the value for the meanTurnover record component
      observations - the value for the observations record component
      icSeries - the value for the icSeries record component

  • Method Details

    • format

      public String format()
      One-line human summary in fixed order for report diffs.

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • factorName

      public String factorName()
      Returns the value of the factorName record component.
      Returns:
      the value of the factorName record component

    • meanIc

      public double meanIc()
      Returns the value of the meanIc record component.
      Returns:
      the value of the meanIc record component

    • icStd

      public double icStd()
      Returns the value of the icStd record component.
      Returns:
      the value of the icStd record component

    • ir

      public double ir()
      Returns the value of the ir record component.
      Returns:
      the value of the ir record component

    • tStat

      public double tStat()
      Returns the value of the tStat record component.
      Returns:
      the value of the tStat record component

    • hitRate

      public double hitRate()
      Returns the value of the hitRate record component.
      Returns:
      the value of the hitRate record component

    • meanTurnover

      public double meanTurnover()
      Returns the value of the meanTurnover record component.
      Returns:
      the value of the meanTurnover record component

    • observations

      public int observations()
      Returns the value of the observations record component.
      Returns:
      the value of the observations record component

    • icSeries

      public double[] icSeries()
      Returns the value of the icSeries record component.
      Returns:
      the value of the icSeries record component