Uses of Enum Class
com.quantfinlib.execution.BenchmarkExecutor.Benchmark

Packages that use BenchmarkExecutor.Benchmark

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
com.quantfinlib.execution	Execution strategy support: SmartOrderRouter (fee-adjusted multi-venue splitting, dark-first option), its zero-allocation hot-lane sibling HftSor, and the full-checklist AdaptiveSor (expected-cost routing over displayed + hidden liquidity, fees/rebates, latency, fill probability and a reliability veto, with contingent dark probes) learning from VenueScorecard (streaming per-venue fill rate, measured latency, realized dark fills), TwapScheduler / VwapScheduler (schedule design with anti-gaming jitter and exact largest-remainder allocation), PovTracker (streaming percentage-of-volume participation), ImplementationShortfallScheduler (Almgren-Chriss-optimal slicing), WmrFixingScheduler (benchmark-window TWAP replication), BenchmarkExecutor (the DYNAMIC benchmark algo: one stateful executor tracking VWAP / TWAP / Arrival / Implementation Shortfall / Closing / Opening / Participation, re-deciding each interval from live spread, depth, volatility, volume curve, alpha and liquidity — cross-asset), LiquiditySeekingAlgo (the opportunistic archetype: burst when the spread is under its time-of-day forecast in a calm regime, guaranteed by a completion floor over the final stretch), PortfolioExecutor (multi-symbol portfolio-level scheduling over per-symbol BenchmarkExecutor children: leg-balance band for two-sided transitions, per-interval notional budget allocated risk-weighted — overlays only ever damp a child's own due, so per-symbol benchmark integrity holds), IcebergOrder (display/reload state machine), DarkPoolSimulator (midpoint cross with minimum-execution-quantity), MidPegTracker (peg repricing with thresholds) and VenueBenchmark (fill rate, effective spread, markout per venue).

Uses of BenchmarkExecutor.Benchmark in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest with parameters of type BenchmarkExecutor.Benchmark

Modifier and Type	Method	Description
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark)	ExecutionAlgoBacktester.run(com.quantfinlib.core.BarSeries, com.quantfinlib.orderbook.Side, long, com.quantfinlib.execution.BenchmarkExecutor.Benchmark, double) for the time/volume benchmarks (no POV rate needed).
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double povRate)	Works parentQty through the session under benchmark and grades it.

Uses of BenchmarkExecutor.Benchmark in com.quantfinlib.execution

Subclasses with type arguments of type BenchmarkExecutor.Benchmark in com.quantfinlib.execution

Modifier and Type	Class	Description
static enum	BenchmarkExecutor.Benchmark	The benchmark this parent is measured against.

Methods in com.quantfinlib.execution that return BenchmarkExecutor.Benchmark

Modifier and Type	Method	Description
BenchmarkExecutor.Benchmark	BenchmarkExecutor.benchmark()
static BenchmarkExecutor.Benchmark	BenchmarkExecutor.Benchmark.valueOf(String name)	Returns the enum constant of this class with the specified name.
static BenchmarkExecutor.Benchmark[]	BenchmarkExecutor.Benchmark.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.execution with parameters of type BenchmarkExecutor.Benchmark

Modifier and Type	Method	Description
static BenchmarkExecutor	BenchmarkExecutor.of(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark)	Sensible defaults: alpha urgency 1 (a full-scale normalized alpha of ±1 doubles/halves the pace — smooth, never rail-pinned), child capped at 25% of displayed depth.

Constructors in com.quantfinlib.execution with parameters of type BenchmarkExecutor.Benchmark

Modifier	Constructor	Description
	BenchmarkExecutor(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double participationRate, double alphaUrgency, double maxDepthFraction)