Record Class Trade

java.lang.Object

java.lang.Record

com.quantfinlib.backtest.Trade

public record Trade(String symbol, int entryIndex, int exitIndex, long entryTime, long exitTime, double entryPrice, double exitPrice, double quantity, double pnl, double returnPct, String exitReason)
extends Record

A completed round-trip trade. pnl is net of commissions; returnPct is relative to capital committed at entry.

Field Summary

Fields

Modifier and Type	Field	Description
static final String	REASON_END_OF_DATA
static final String	REASON_SIGNAL
static final String	REASON_STOP_LOSS
static final String	REASON_TAKE_PROFIT

Constructor Summary

Constructors

Constructor	Description
Trade(String symbol, int entryIndex, int exitIndex, long entryTime, long exitTime, double entryPrice, double exitPrice, double quantity, double pnl, double returnPct, String exitReason)	Creates an instance of a Trade record class.

Method Summary

Modifier and Type	Method	Description
int	barsHeld()
int	entryIndex()	Returns the value of the entryIndex record component.
double	entryPrice()	Returns the value of the entryPrice record component.
long	entryTime()	Returns the value of the entryTime record component.
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
int	exitIndex()	Returns the value of the exitIndex record component.
double	exitPrice()	Returns the value of the exitPrice record component.
String	exitReason()	Returns the value of the exitReason record component.
long	exitTime()	Returns the value of the exitTime record component.
final int	hashCode()	Returns a hash code value for this object.
boolean	isWin()
double	pnl()	Returns the value of the pnl record component.
double	quantity()	Returns the value of the quantity record component.
double	returnPct()	Returns the value of the returnPct record component.
String	symbol()	Returns the value of the symbol 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

Field Details

REASON_SIGNAL

public static final String REASON_SIGNAL

See Also:

• Constant Field Values

REASON_STOP_LOSS

public static final String REASON_STOP_LOSS

See Also:

• Constant Field Values

REASON_TAKE_PROFIT

public static final String REASON_TAKE_PROFIT

See Also:

• Constant Field Values

REASON_END_OF_DATA

public static final String REASON_END_OF_DATA

See Also:

• Constant Field Values

Constructor Details

Trade

public Trade(String symbol,
 int entryIndex,
 int exitIndex,
 long entryTime,
 long exitTime,
 double entryPrice,
 double exitPrice,
 double quantity,
 double pnl,
 double returnPct,
 String exitReason)

Creates an instance of a Trade record class.

Parameters:

symbol - the value for the symbol record component

entryIndex - the value for the entryIndex record component

exitIndex - the value for the exitIndex record component

entryTime - the value for the entryTime record component

exitTime - the value for the exitTime record component

entryPrice - the value for the entryPrice record component

exitPrice - the value for the exitPrice record component

quantity - the value for the quantity record component

pnl - the value for the pnl record component

returnPct - the value for the returnPct record component

exitReason - the value for the exitReason record component

Method Details

isWin

public boolean isWin()

barsHeld

public int barsHeld()

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.

symbol

public String symbol()

Returns the value of the symbol record component.

Returns:

the value of the symbol record component

entryIndex

public int entryIndex()

Returns the value of the entryIndex record component.

Returns:

the value of the entryIndex record component

exitIndex

public int exitIndex()

Returns the value of the exitIndex record component.

Returns:

the value of the exitIndex record component

entryTime

public long entryTime()

Returns the value of the entryTime record component.

Returns:

the value of the entryTime record component

exitTime

public long exitTime()

Returns the value of the exitTime record component.

Returns:

the value of the exitTime record component

entryPrice

public double entryPrice()

Returns the value of the entryPrice record component.

Returns:

the value of the entryPrice record component

exitPrice

public double exitPrice()

Returns the value of the exitPrice record component.

Returns:

the value of the exitPrice record component

quantity

public double quantity()

Returns the value of the quantity record component.

Returns:

the value of the quantity record component

pnl

public double pnl()

Returns the value of the pnl record component.

Returns:

the value of the pnl record component

returnPct

public double returnPct()

Returns the value of the returnPct record component.

Returns:

the value of the returnPct record component

exitReason

public String exitReason()

Returns the value of the exitReason record component.

Returns:

the value of the exitReason record component