Record Class PortfolioExecutor.Config

java.lang.Object
java.lang.Record
com.quantfinlib.execution.PortfolioExecutor.Config
Record Components:
maxNetNotional - leg-balance band: |filled buys − filled sells| (projected through this interval) stays within this; +∞ disables
maxIntervalNotional - total basket demand per interval; +∞ disables
Enclosing class:
PortfolioExecutor
public static record PortfolioExecutor.Config(double maxNetNotional, double maxIntervalNotional) extends Record

  • Constructor Details

    • Config

      public Config(double maxNetNotional, double maxIntervalNotional)
      Creates an instance of a Config record class.
      Parameters:
      maxNetNotional - the value for the maxNetNotional record component
      maxIntervalNotional - the value for the maxIntervalNotional record component

  • Method Details

    • unconstrained

      public static PortfolioExecutor.Config unconstrained()
      No portfolio constraints: children pass through untouched.

    • 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.

    • maxNetNotional

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

    • maxIntervalNotional

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