Record Class BacktestConfig

java.lang.Object

java.lang.Record

com.quantfinlib.backtest.BacktestConfig

public record BacktestConfig(double initialCapital, double commissionRate, double slippageRate, double stopLossPct, double takeProfitPct, int periodsPerYear)
extends Record

Backtest execution parameters. Rates are fractions (0.001 = 10 bps). stopLossPct/takeProfitPct of 0 disable the respective check; a strategy's own stop/take-profit settings override zeros here.

Constructor Summary

Constructors

Constructor	Description
BacktestConfig(double initialCapital, double commissionRate, double slippageRate, double stopLossPct, double takeProfitPct, int periodsPerYear)	Creates an instance of a BacktestConfig record class.

Method Summary

Modifier and Type	Method	Description
double	commissionRate()	Returns the value of the commissionRate record component.
static BacktestConfig	defaults()
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
final int	hashCode()	Returns a hash code value for this object.
double	initialCapital()	Returns the value of the initialCapital record component.
int	periodsPerYear()	Returns the value of the periodsPerYear record component.
double	slippageRate()	Returns the value of the slippageRate record component.
double	stopLossPct()	Returns the value of the stopLossPct record component.
double	takeProfitPct()	Returns the value of the takeProfitPct record component.
final String	toString()	Returns a string representation of this record class.
BacktestConfig	withCommission(double rate)
BacktestConfig	withInitialCapital(double capital)
BacktestConfig	withStopLoss(double pct)
BacktestConfig	withTakeProfit(double pct)

Methods inherited from class java.lang.Object

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

Constructor Details

BacktestConfig

public BacktestConfig(double initialCapital,
 double commissionRate,
 double slippageRate,
 double stopLossPct,
 double takeProfitPct,
 int periodsPerYear)

Creates an instance of a BacktestConfig record class.

Parameters:

initialCapital - the value for the initialCapital record component

commissionRate - the value for the commissionRate record component

slippageRate - the value for the slippageRate record component

stopLossPct - the value for the stopLossPct record component

takeProfitPct - the value for the takeProfitPct record component

periodsPerYear - the value for the periodsPerYear record component

Method Details

defaults

public static BacktestConfig defaults()

withInitialCapital

public BacktestConfig withInitialCapital(double capital)

withCommission

public BacktestConfig withCommission(double rate)

withStopLoss

public BacktestConfig withStopLoss(double pct)

withTakeProfit

public BacktestConfig withTakeProfit(double pct)

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. All components in this record class 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.

initialCapital

public double initialCapital()

Returns the value of the initialCapital record component.

Returns:

the value of the initialCapital record component

commissionRate

public double commissionRate()

Returns the value of the commissionRate record component.

Returns:

the value of the commissionRate record component

slippageRate

public double slippageRate()

Returns the value of the slippageRate record component.

Returns:

the value of the slippageRate record component

stopLossPct

public double stopLossPct()

Returns the value of the stopLossPct record component.

Returns:

the value of the stopLossPct record component

takeProfitPct

public double takeProfitPct()

Returns the value of the takeProfitPct record component.

Returns:

the value of the takeProfitPct record component

periodsPerYear

public int periodsPerYear()

Returns the value of the periodsPerYear record component.

Returns:

the value of the periodsPerYear record component