Record Class WalkForwardAnalyzer.WalkForwardResult

java.lang.Object
java.lang.Record
com.quantfinlib.backtest.validation.WalkForwardAnalyzer.WalkForwardResult
Enclosing class:
WalkForwardAnalyzer
public static record WalkForwardAnalyzer.WalkForwardResult(List<WalkForwardAnalyzer.Fold> folds, double[] outOfSampleEquity, PerformanceMetrics outOfSampleMetrics, List<Trade> outOfSampleTrades, double efficiency) extends Record

  • Constructor Details

    • WalkForwardResult

      public WalkForwardResult(List<WalkForwardAnalyzer.Fold> folds, double[] outOfSampleEquity, PerformanceMetrics outOfSampleMetrics, List<Trade> outOfSampleTrades, double efficiency)
      Creates an instance of a WalkForwardResult record class.
      Parameters:
      folds - the value for the folds record component
      outOfSampleEquity - the value for the outOfSampleEquity record component
      outOfSampleMetrics - the value for the outOfSampleMetrics record component
      outOfSampleTrades - the value for the outOfSampleTrades record component
      efficiency - the value for the efficiency 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.

    • folds

      public List<WalkForwardAnalyzer.Fold> folds()
      Returns the value of the folds record component.
      Returns:
      the value of the folds record component

    • outOfSampleEquity

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

    • outOfSampleMetrics

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

    • outOfSampleTrades

      public List<Trade> outOfSampleTrades()
      Returns the value of the outOfSampleTrades record component.
      Returns:
      the value of the outOfSampleTrades record component

    • efficiency

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