com.strategyquant.lib.computers

Class SQPortfolioComputer

java.lang.Object

com.strategyquant.lib.computers.SQPortfolioComputer

public class SQPortfolioComputer
extends java.lang.Object

The Class SQPortfolioComputer.

Field Summary

Fields

Modifier and Type	Field and Description
static org.slf4j.Logger	Log The Constant Log.

Constructor Summary

Constructors

Constructor and Description
SQPortfolioComputer()

Method Summary

Modifier and Type	Method and Description
SQResultsGroup	createPortfolio(java.util.List<SQResultsGroup> strategyResultsList, java.lang.String portfolioName) Creates the portfolio.
SQResultsGroup	createSingleStrategyFromPortfolio(SQResultsGroup portfolio) method takes a portfolio and creates a single strategy from it by combining trades from all results into one result

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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