Uses of Record Class
com.quantfinlib.backtest.BacktestConfig

Packages that use BacktestConfig

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
com.quantfinlib.backtest.validation	The defense against overfit backtests: ParameterGrid + GridSearchOptimizer enumerate and rank parameter combinations; WalkForwardAnalyzer optimizes on rolling train windows and evaluates on unseen test windows, stitching out-of-sample equity (capital carries across folds) and reporting the walk-forward efficiency ratio; SharpeValidation applies the Bailey/López de Prado probabilistic and deflated Sharpe — the multiple-testing haircut for grid-picked winners — plus the minimum track record length (how many periods before the record MEANS something, in closed form); BlockBootstrap hands the backtest Sharpe its sampling DISTRIBUTION (stationary Politis-Romano blocks — an iid resample destroys the autocorrelation and understates the uncertainty, the classic route to false confidence): the honest question is whether the 5th percentile is still positive, not whether 1.2 is a good number.
com.quantfinlib.dsl	Strategy Builder DSL: compose Rules (built via Rules factories over indicator arrays, with and/or/not combinators) into a backtestable strategy through StrategyBuilder — entry/exit rules, stop loss and take profit in a fluent chain.

Uses of BacktestConfig in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return BacktestConfig

Modifier and Type	Method	Description
static BacktestConfig	BacktestConfig.defaults()
BacktestConfig	BacktestConfig.withCommission(double rate)
BacktestConfig	BacktestConfig.withInitialCapital(double capital)
BacktestConfig	BacktestConfig.withStopLoss(double pct)
BacktestConfig	BacktestConfig.withTakeProfit(double pct)

Methods in com.quantfinlib.backtest with parameters of type BacktestConfig

Modifier and Type	Method	Description
static InstantExecution	InstantExecution.from(BacktestConfig config)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom)	Variant with a WARM-UP prefix: indicators are initialized over the whole series, but no signal is acted on (and no equity recorded) before tradeFrom.
static ExecutionAwareResult	ExecutionAwareBacktester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, ExecutionModel model)

Uses of BacktestConfig in com.quantfinlib.backtest.validation

Methods in com.quantfinlib.backtest.validation with parameters of type BacktestConfig

Modifier and Type	Method	Description
static WalkForwardAnalyzer.WalkForwardResult	WalkForwardAnalyzer.analyze(BarSeries series, ParameterGrid grid, StrategyFactory factory, BacktestConfig config, int trainBars, int testBars, ToDoubleFunction<PerformanceMetrics> objective)
static GridSearchOptimizer.Candidate	GridSearchOptimizer.best(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective)	The winning parameter set only.
static List<GridSearchOptimizer.Candidate>	GridSearchOptimizer.search(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective)

Uses of BacktestConfig in com.quantfinlib.dsl

Methods in com.quantfinlib.dsl with parameters of type BacktestConfig

Modifier and Type	Method	Description
BacktestResult	StrategyBuilder.DslStrategy.backtest(BarSeries series, BacktestConfig config)