Package com.strategyquant.tradinglib

Class Result

java.lang.Object
com.strategyquant.lib.ValuesMap
com.strategyquant.tradinglib.Result
All Implemented Interfaces:
com.strategyquant.lib.settings.IXMLAble, Serializable
public class Result extends ValuesMap
The Class Result.
See Also:
Serialized Form

  • Field Details

    • Log

      public static final org.slf4j.Logger Log
      The Constant Log.

  • Constructor Details

    • Result

      public Result​(ResultsGroup resultsGroup)
      This constructor is used when creating Result from XML.
      Parameters:
      resultsGroup - the results group

    • Result

      public Result​(String resultKey, ResultsGroup resultsGroup, SettingsMap settings)
      Instantiates a new result.
      Parameters:
      resultKey - the result key
      resultsGroup - the results group
      settings - the settings

  • Method Details

    • clone

      public Result clone​(ResultsGroup newRG)
      Clone.
      Parameters:
      newRG - the new RG
      Returns:
      the result

    • setFrom

      public void setFrom​(Result result, String targetResultKey)
      Sets the from.
      Parameters:
      result - the result
      targetResultKey - the target result key

    • stats

      public SQStats stats​(StatsTypeCombination combination) throws Exception
      Stats.
      Parameters:
      combination - the combination
      Returns:
      the SQ stats
      Throws:
      Exception - the exception

    • stats

      public SQStats stats​(byte direction, byte plType, byte sampleType) throws StatsDontExistException
      Stats.
      Parameters:
      direction - the direction
      plType - the pl type
      sampleType - the sample type
      Returns:
      the SQ stats
      Throws:
      StatsDontExistException - the stats dont exist exception

    • statsOrNull

      public SQStats statsOrNull​(byte direction, byte plType, byte sampleType)
      Stats or null.
      Parameters:
      direction - the direction
      plType - the pl type
      sampleType - the sample type
      Returns:
      the SQ stats

    • addStrategy

      public void addStrategy​(StrategyBase strategy)
      Adds the strategy.
      Parameters:
      strategy - the strategy

    • getStrategy

      public StrategyBase getStrategy()
      Gets the strategy.
      Returns:
      the strategy

    • addStrategyXml

      public void addStrategyXml​(org.jdom2.Element elStrategy)
      Adds the strategy xml.
      Parameters:
      elStrategy - the el strategy

    • getStrategyXml

      public org.jdom2.Element getStrategyXml()
      Gets the strategy xml.
      Returns:
      the strategy xml

    • getSettings

      public SettingsMap getSettings()
      Gets the settings.
      Returns:
      the settings

    • setSettings

      public void setSettings​(SettingsMap settings)
      Sets the settings.
      Parameters:
      settings - the new settings

    • getResultKey

      public String getResultKey()
      Gets the result key.
      Returns:
      the resultKey

    • getXML

      public org.jdom2.Element getXML()
      Gets the xml.
      Specified by:
      getXML in interface com.strategyquant.lib.settings.IXMLAble
      Overrides:
      getXML in class ValuesMap
      Returns:
      the xml

    • setFromXML

      public void setFromXML​(org.jdom2.Element element)
      Sets the from XML.
      Specified by:
      setFromXML in interface com.strategyquant.lib.settings.IXMLAble
      Overrides:
      setFromXML in class ValuesMap
      Parameters:
      element - the new from XML

    • computeAllStats

      public void computeAllStats​(SettingsMap specialValues, com.strategyquant.tradinglib.strategy.OutOfSample oos) throws Exception
      computes stats for every possible combination.
      Parameters:
      specialValues - the special values
      oos - the oos
      Throws:
      Exception - the exception

    • addTradingChartsData

      public void addTradingChartsData​(com.strategyquant.tradinglib.engine.TradingSetup ts, OrdersList orders, boolean algoWizard) throws Exception
      Adds the trading charts data.
      Parameters:
      ts - the ts
      orders - the orders
      Throws:
      Exception - the exception

    • addTradingChartsData

      public void addTradingChartsData​(com.strategyquant.tradinglib.engine.stockpicker.data.LoadedPickerData pickerdata, com.strategyquant.tradinglib.engine.stockpicker.Stockpicker stockPicker, OrdersList orders, boolean algoWizard) throws Exception
      Throws:
      Exception

    • clear

      public void clear​(boolean resetData, boolean removeStockChartsFile)
      Clear.
      Parameters:
      resetData - the reset data
      removeStockChartsFile - the remove stock charts file

    • freeMemory2

      public void freeMemory2()
      Free memory 2.

    • setStrategyProblems

      public void setStrategyProblems​(int badChecks)
      Sets the strategy problems.
      Parameters:
      badChecks - the new strategy problems

    • getStrategyProblems

      public int getStrategyProblems()
      Gets the strategy problems.
      Returns:
      the strategy problems

    • copyStats

      public void copyStats​(Result sourceResult)
      Copy stats.
      Parameters:
      sourceResult - the source result

    • getStockChartPath

      public String getStockChartPath()
      Gets the stock chart path.
      Returns:
      the stock chart path

    • setStockChartPath

      public void setStockChartPath​(String stockChartPath)
      Sets the stock chart path.
      Parameters:
      stockChartPath - the new stock chart path

    • getWorstDailyEquity

      public it.unimi.dsi.fastutil.longs.Long2FloatRBTreeMap getWorstDailyEquity()
      Gets the worst daily equity.
      Returns:
      the worst daily equity

    • setWorstDailyEquity

      public void setWorstDailyEquity​(it.unimi.dsi.fastutil.longs.Long2FloatRBTreeMap worstDailyEquity)
      Sets the worst daily equity.
      Parameters:
      worstDailyEquity - the new worst daily equity

    • isSpecial

      public boolean isSpecial()
      Checks if is special.
      Returns:
      true, if is special

    • setSpecial

      public void setSpecial​(boolean special)
      Sets the special.
      Parameters:
      special - the new special

    • removeUnsavableSettings

      public void removeUnsavableSettings()
      Removes the unsavable settings.

    • addMCSimulation

      public void addMCSimulation​(String mcMethod, com.strategyquant.tradinglib.robustnesstests.RobustnessResults rr)
      Adds the MC simulation.
      Parameters:
      mcMethod - the mc method
      rr - the rr

    • getMCSimulation

      public com.strategyquant.tradinglib.robustnesstests.RobustnessResults getMCSimulation​(String mcMethod, int i)
      Gets the MC simulation.
      Parameters:
      mcMethod - the mc method
      i - the i
      Returns:
      the MC simulation

    • getFitness

      public double getFitness​(byte sampleType)
      Gets the fitness.
      Parameters:
      sampleType - the sample type
      Returns:
      the fitness

    • setFitness

      public void setFitness​(byte sampleType, double fitness)
      Sets the fitness.
      Parameters:
      sampleType - the sample type
      fitness - the fitness

    • getSequentialOptimizaionResults

      public com.strategyquant.tradinglib.robustnesstests.SequentialOptimizationResults getSequentialOptimizaionResults()
      Gets the ChainOptimizationResults.
      Returns:
      the ChainOptimizationResults

    • setSequentialOptimizationResults

      public void setSequentialOptimizationResults​(com.strategyquant.tradinglib.robustnesstests.SequentialOptimizationResults results)
      Sets the ChainOptimizationResults.
      Parameters:
      results -

    • getResultsGroup

      public ResultsGroup getResultsGroup()