Class PerformanceAnalytics

java.lang.Object

com.quantfinlib.backtest.PerformanceAnalytics

public final class PerformanceAnalytics
extends Object

Computes PerformanceMetrics from an equity curve and trade history.

Method Summary

Modifier and Type	Method	Description
static PerformanceMetrics	compute(double[] equity, List<Trade> trades, int periodsPerYear)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

compute

public static PerformanceMetrics compute(double[] equity,
 List<Trade> trades,
 int periodsPerYear)