com.strategyquant.lib.snippets

Class DrawdownComputer

java.lang.Object

com.strategyquant.lib.snippets.DrawdownComputer

All Implemented Interfaces:

SQChangeListener

public class DrawdownComputer
extends java.lang.Object
implements SQChangeListener

The Class DrawdownComputer.

Constructor Summary

Constructors

Constructor and Description
DrawdownComputer()

Method Summary

Modifier and Type	Method and Description
void	changeEvent(java.lang.String key, java.lang.Object value) Change event.
static void	computeDrawdown(double initialCapital, SQOrderList ordersList) Compute drawdown.
java.lang.String	registerForChangeEvents() Register for change events.

Methods inherited from class java.lang.Object

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

Constructor Detail

DrawdownComputer

public DrawdownComputer()

Method Detail

computeDrawdown

public static void computeDrawdown(double initialCapital,
                                   SQOrderList ordersList)

Compute drawdown.

Parameters:

initialCapital - the initial capital

ordersList - the orders list

changeEvent

public void changeEvent(java.lang.String key,
                        java.lang.Object value)

Description copied from interface: SQChangeListener

Change event.

Specified by:

changeEvent in interface SQChangeListener

Parameters:

key - the key

value - the value

registerForChangeEvents

public java.lang.String registerForChangeEvents()

Description copied from interface: SQChangeListener

Register for change events.

Specified by:

registerForChangeEvents in interface SQChangeListener

Returns:

the string