Record Class OrderPlacementPolicy.PostRegion

java.lang.Object
java.lang.Record
com.quantfinlib.execution.OrderPlacementPolicy.PostRegion
Enclosing class:
OrderPlacementPolicy
public static record OrderPlacementPolicy.PostRegion(double from, double to) extends Record
The fill-probability REGION where posting beats crossing. A single breakeven scalar cannot carry the answer: postCost(p) = (h+d) − p·(2h+r+d−a) is linear in p, and when adverse selection exceeds 2h+r+d the slope flips — posting then pays only BELOW the threshold, not above. The region says it directly. Empty (isEmpty()) = never post under these conditions. Boundaries are indifference points (measure zero; decide crosses on a tie).

  • Constructor Summary

    Constructors
    Constructor
    Description
    PostRegion(double from, double to)
    Creates an instance of a PostRegion record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    boolean
    contains(double fillProbability)
     
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    from()
    Returns the value of the from record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    boolean
    isEmpty()
     
    double
    to()
    Returns the value of the to 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

  • Constructor Details

    • PostRegion

      public PostRegion(double from, double to)
      Creates an instance of a PostRegion record class.
      Parameters:
      from - the value for the from record component
      to - the value for the to record component

  • Method Details

    • isEmpty

      public boolean isEmpty()

    • contains

      public boolean contains(double fillProbability)

    • 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. All components in this record class 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.

    • from

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

    • to

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