Record Class PortfolioBacktester.Result

java.lang.Object
java.lang.Record
com.quantfinlib.backtest.portfolio.PortfolioBacktester.Result
Enclosing class:
PortfolioBacktester
public static record PortfolioBacktester.Result(double[] equityCurve, PerformanceMetrics metrics, double totalCosts, double totalTurnoverNotional, Map<String,Double> finalPositions, double dividendCashCredited, int lifecycleEventsApplied) extends Record
dividendCashCredited and lifecycleEventsApplied are populated by the survivorship-aware overload (zero otherwise).

  • Constructor Summary

    Constructors
    Constructor
    Description
    Result(double[] equityCurve, PerformanceMetrics metrics, double totalCosts, double totalTurnoverNotional, Map<String,Double> finalPositions, double dividendCashCredited, int lifecycleEventsApplied)
    Creates an instance of a Result record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    dividendCashCredited()
    Returns the value of the dividendCashCredited record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double[]
    equityCurve()
    Returns the value of the equityCurve record component.
    Map<String,Double>
    finalPositions()
    Returns the value of the finalPositions record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    int
    lifecycleEventsApplied()
    Returns the value of the lifecycleEventsApplied record component.
    PerformanceMetrics
    metrics()
    Returns the value of the metrics record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    totalCosts()
    Returns the value of the totalCosts record component.
    double
    totalTurnoverNotional()
    Returns the value of the totalTurnoverNotional record component.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Result

      public Result(double[] equityCurve, PerformanceMetrics metrics, double totalCosts, double totalTurnoverNotional, Map<String,Double> finalPositions, double dividendCashCredited, int lifecycleEventsApplied)
      Creates an instance of a Result record class.
      Parameters:
      equityCurve - the value for the equityCurve record component
      metrics - the value for the metrics record component
      totalCosts - the value for the totalCosts record component
      totalTurnoverNotional - the value for the totalTurnoverNotional record component
      finalPositions - the value for the finalPositions record component
      dividendCashCredited - the value for the dividendCashCredited record component
      lifecycleEventsApplied - the value for the lifecycleEventsApplied 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.

    • equityCurve

      public double[] equityCurve()
      Returns the value of the equityCurve record component.
      Returns:
      the value of the equityCurve record component

    • metrics

      public PerformanceMetrics metrics()
      Returns the value of the metrics record component.
      Returns:
      the value of the metrics record component

    • totalCosts

      public double totalCosts()
      Returns the value of the totalCosts record component.
      Returns:
      the value of the totalCosts record component

    • totalTurnoverNotional

      public double totalTurnoverNotional()
      Returns the value of the totalTurnoverNotional record component.
      Returns:
      the value of the totalTurnoverNotional record component

    • finalPositions

      public Map<String,Double> finalPositions()
      Returns the value of the finalPositions record component.
      Returns:
      the value of the finalPositions record component

    • dividendCashCredited

      public double dividendCashCredited()
      Returns the value of the dividendCashCredited record component.
      Returns:
      the value of the dividendCashCredited record component

    • lifecycleEventsApplied

      public int lifecycleEventsApplied()
      Returns the value of the lifecycleEventsApplied record component.
      Returns:
      the value of the lifecycleEventsApplied record component