Uses of Record Class
com.quantfinlib.backtest.Trade

Packages that use Trade

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.report	Professional report generation, all writers hand-rolled on the JDK: ReportGenerator assembles portfolio, performance, risk, allocation, trade, Monte Carlo and technical sections into a Report, exported as HTML (with inline SvgCharts equity/drawdown charts), CSV, PDF, or XLSX.

Uses of Trade in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return types with arguments of type Trade

Modifier and Type	Method	Description
List<Trade>	BacktestResult.trades()

Method parameters in com.quantfinlib.backtest with type arguments of type Trade

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

Constructor parameters in com.quantfinlib.backtest with type arguments of type Trade

Modifier	Constructor	Description
	BacktestResult(String strategyName, String symbol, double[] equityCurve, List<Trade> trades, int periodsPerYear)

Uses of Trade in com.quantfinlib.backtest.validation

Methods in com.quantfinlib.backtest.validation that return types with arguments of type Trade

Modifier and Type	Method	Description
List<Trade>	WalkForwardAnalyzer.WalkForwardResult.outOfSampleTrades()	Returns the value of the outOfSampleTrades record component.

Method parameters in com.quantfinlib.backtest.validation with type arguments of type Trade

Modifier and Type	Method	Description
static MonteCarloTradeShuffle.Result	MonteCarloTradeShuffle.analyze(List<Trade> trades, int shuffles, long seed)

Uses of Trade in com.quantfinlib.report

Method parameters in com.quantfinlib.report with type arguments of type Trade

Modifier and Type	Method	Description
ReportGenerator	ReportGenerator.addTradeHistory(List<Trade> trades)