Package com.strategyquant.tradinglib

Class WalkForwardResult

java.lang.Object
com.strategyquant.tradinglib.WalkForwardResult
All Implemented Interfaces:
com.strategyquant.lib.settings.IXMLAble
public class WalkForwardResult extends Object implements com.strategyquant.lib.settings.IXMLAble
The Class WalkForwardResult.

  • Field Details

    • Log

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

    • wfPeriods

      public ArrayList<WalkForwardPeriod> wfPeriods
      The wf periods.

    • resultName

      public String resultName
      The result name.

    • param1

      public int param1
      The param 1.

    • param2

      public int param2
      The param 2.

    • testParams

      public String testParams
      The test params.

    • stats

      public SQStats stats
      Full Sample stats.

    • statsOOS

      public SQStats statsOOS
      OOS stats.

    • statsStability

      public SQStats statsStability
      The stats stability.

    • statsScore

      public SQStats statsScore
      The stats score.

    • statsSpecial

      public SQStats statsSpecial
      The stats special.

    • testedConditions

      public int testedConditions
      The tested conditions.

    • passedConditions

      public int passedConditions
      The passed conditions.

    • scorePerc

      public int scorePerc
      The score perc.

    • passed

      public boolean passed
      The passed.

  • Constructor Details

    • WalkForwardResult

      public WalkForwardResult()

  • Method Details

    • getXML

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

    • setFromXML

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

    • toString

      public String toString​(int periodType)
      To string.
      Parameters:
      periodType - the period type
      Returns:
      the string

    • getResultKeyName

      public String getResultKeyName()
      Gets the result key name.
      Returns:
      the result key name

    • computeRobustnessScore

      public int computeRobustnessScore​(ResultsGroup resultsGroup, ArrayList<com.strategyquant.tradinglib.conditions.Condition> conditions, int thresholdPct, int periodType) throws Exception
      Compute robustness score.
      Parameters:
      resultsGroup - the results group
      conditions - the conditions
      thresholdPct - the threshold pct
      periodType - the period type
      Returns:
      the int
      Throws:
      Exception - the exception

    • computeStats

      public void computeStats​(ResultsGroup rg)
      Compute stats.
      Parameters:
      rg - the rg