Record Class SorExecution.VenueConfig

java.lang.Object
java.lang.Record
com.quantfinlib.backtest.SorExecution.VenueConfig
Record Components:
liquidityShare - fraction of the bar's volume dealable at this venue's touch on each bar (e.g. 0.05)
Enclosing class:
SorExecution

public static record SorExecution.VenueConfig(String name, double feeBps, double liquidityShare, boolean dark) extends Record
  • Constructor Summary

    Constructors
    Constructor
    Description
    VenueConfig(String name, double feeBps, double liquidityShare, boolean dark)
    Creates an instance of a VenueConfig record class.
  • Method Summary

    Modifier and Type
    Method
    Description
    boolean
    Returns the value of the dark record component.
    final boolean
    Indicates whether some other object is "equal to" this one.
    double
    Returns the value of the feeBps record component.
    final int
    Returns a hash code value for this object.
    double
    Returns the value of the liquidityShare record component.
    Returns the value of the name record component.
    final String
    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

    • VenueConfig

      public VenueConfig(String name, double feeBps, double liquidityShare, boolean dark)
      Creates an instance of a VenueConfig record class.
      Parameters:
      name - the value for the name record component
      feeBps - the value for the feeBps record component
      liquidityShare - the value for the liquidityShare record component
      dark - the value for the dark 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.
    • name

      public String name()
      Returns the value of the name record component.
      Returns:
      the value of the name record component
    • feeBps

      public double feeBps()
      Returns the value of the feeBps record component.
      Returns:
      the value of the feeBps record component
    • liquidityShare

      public double liquidityShare()
      Returns the value of the liquidityShare record component.
      Returns:
      the value of the liquidityShare record component
    • dark

      public boolean dark()
      Returns the value of the dark record component.
      Returns:
      the value of the dark record component