Field Detail

• Log

  public static final org.slf4j.Logger Log

  The Constant Log.

Constructor Detail

• SQPortfolioComputer

  public SQPortfolioComputer()

Method Detail

• createPortfolio

  public SQResultsGroup createPortfolio(java.util.List<SQResultsGroup> strategyResultsList,
                                        java.lang.String portfolioName)
                                 throws java.lang.Exception

  Creates the portfolio.

  Parameters:

  strategyResultsList - the strategy results list

  portfolioName - the portfolio name

  Returns:

  the SQ results group

  Throws:

  java.lang.Exception - the exception

• createSingleStrategyFromPortfolio

  public SQResultsGroup createSingleStrategyFromPortfolio(SQResultsGroup portfolio)
                                                   throws java.lang.Exception

  method takes a portfolio and creates a single strategy from it by combining trades from all results into one result

  Parameters:

  portfolio - the portfolio

  Returns:

  the SQ results group

  Throws:

  java.lang.Exception - the exception