Record Class DrawdownAnalytics.Result

java.lang.Object

java.lang.Record

com.quantfinlib.backtest.DrawdownAnalytics.Result

Record Components:

maxDepth - deepest episode's depth (0 if equity never dips)

maxDuration - longest episode duration in periods

timeUnderWater - fraction of periods below the running peak

episodes - chronological drawdown episodes

Enclosing class:

DrawdownAnalytics

public static record DrawdownAnalytics.Result(double maxDepth, int maxDuration, double timeUnderWater, List<DrawdownAnalytics.Drawdown> episodes)
extends Record

Constructor Summary

Constructors

Constructor	Description
Result(double maxDepth, int maxDuration, double timeUnderWater, List<DrawdownAnalytics.Drawdown> episodes)	Creates an instance of a Result record class.

Method Summary

Modifier and Type	Method	Description
List<DrawdownAnalytics.Drawdown>	episodes()	Returns the value of the episodes record component.
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	maxDepth()	Returns the value of the maxDepth record component.
int	maxDuration()	Returns the value of the maxDuration record component.
double	timeUnderWater()	Returns the value of the timeUnderWater record component.
final String	toString()	Returns a string representation of this record class.

Methods inherited from class java.lang.Object

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

Constructor Details

Result

public Result(double maxDepth,
 int maxDuration,
 double timeUnderWater,
 List<DrawdownAnalytics.Drawdown> episodes)

Creates an instance of a Result record class.

Parameters:

maxDepth - the value for the maxDepth record component

maxDuration - the value for the maxDuration record component

timeUnderWater - the value for the timeUnderWater record component

episodes - the value for the episodes record component

Method Details

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.

maxDepth

public double maxDepth()

Returns the value of the maxDepth record component.

Returns:

the value of the maxDepth record component

maxDuration

public int maxDuration()

Returns the value of the maxDuration record component.

Returns:

the value of the maxDuration record component

timeUnderWater

public double timeUnderWater()

Returns the value of the timeUnderWater record component.

Returns:

the value of the timeUnderWater record component

episodes

public List<DrawdownAnalytics.Drawdown> episodes()

Returns the value of the episodes record component.

Returns:

the value of the episodes record component