Class OptimizationProfile

  • All Implemented Interfaces:
    com.strategyquant.lib.settings.IXMLAble

    public class OptimizationProfile
    extends java.lang.Object
    implements com.strategyquant.lib.settings.IXMLAble
    • Field Detail

      • Log

        public static final org.slf4j.Logger Log
      • countTotalOptimizations

        public int countTotalOptimizations
      • countProfitableOptimizations

        public int countProfitableOptimizations
      • countLosingOptimizations

        public int countLosingOptimizations
      • lastCount

        public int lastCount
      • countZeroOptimizations

        public int countZeroOptimizations
      • profitableOptPct

        public double profitableOptPct
      • avgProfit

        public double avgProfit
      • uniformDistrChanges

        public int uniformDistrChanges
      • topProfit

        public double topProfit
      • stdev

        public double stdev
      • profitableOptCheckResult

        public int profitableOptCheckResult
      • avgProfitCheckResult

        public int avgProfitCheckResult
      • uniformDistrCheckResult

        public int uniformDistrCheckResult
      • topProfitCheckResult

        public int topProfitCheckResult
    • Constructor Detail

      • OptimizationProfile

        public OptimizationProfile()
    • Method Detail

      • addResult

        public void addResult​(ResultsGroup rg)
                       throws java.lang.Exception
        Throws:
        java.lang.Exception
      • addOriginalResult

        public void addOriginalResult​(ResultsGroup rg)
                               throws java.lang.Exception
        Throws:
        java.lang.Exception
      • getOptimizations

        public it.unimi.dsi.fastutil.objects.ObjectArrayList<OptimizationTestResult> getOptimizations()
      • getDismissalReason

        public int getDismissalReason()
      • getDismissalMessage

        public java.lang.String getDismissalMessage()
      • evaluateChecks

        public boolean evaluateChecks​(com.strategyquant.tradinglib.optimization.OptProfileChecksLevels checksLevels)
      • getXML

        public org.jdom2.Element getXML()
        Specified by:
        getXML in interface com.strategyquant.lib.settings.IXMLAble
      • setFromXML

        public void setFromXML​(org.jdom2.Element element)
                        throws java.lang.Exception
        Specified by:
        setFromXML in interface com.strategyquant.lib.settings.IXMLAble
        Throws:
        java.lang.Exception
      • clear

        public void clear()
      • serialize

        public void serialize​(java.io.ObjectOutput dos)
                       throws java.io.IOException
        Throws:
        java.io.IOException
      • deserialize

        public void deserialize​(java.io.ObjectInput dis)
                         throws java.io.IOException
        Throws:
        java.io.IOException
      • getSysParamPermutationsTable

        public com.strategyquant.tradinglib.optimization.SysParamPermutationsTable getSysParamPermutationsTable()
      • getSysParamPermutationsCharts

        public com.strategyquant.tradinglib.optimization.SysParamPermutationsCharts getSysParamPermutationsCharts()
      • getAvailableParams

        public org.json.JSONArray getAvailableParams()
      • printProfitableOptimizations

        public org.json.JSONObject printProfitableOptimizations()
      • printChecksResults

        public org.json.JSONObject printChecksResults​(com.strategyquant.tradinglib.optimization.OptProfileChecksLevels checksLevels)
      • printPerformanceDistributionChart

        public org.json.JSONObject printPerformanceDistributionChart()
      • compute

        public void compute​(boolean cleanupOptimizations,
                            boolean computeOptimizations)
      • reset

        public void reset()
      • clearData

        public void clearData()