tech.nmfin.algoquant.demo.model.tutorial

Class TutorialStrategyDemo

java.lang.Object

tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategyDemo

@Demo
public class TutorialStrategyDemo
extends Object

Demonstrates how to set up the simulator to simulate the tutorial strategy, TutorialStrategy.

Using this example. End-to-end wiring for TutorialStrategy: Yahoo history is sampled monthly, wrapped in OrderBookCaches and passed to SimpleSimulatorBuilder. Initial capital is set to the first sampled price, while the strategy still targets one unit. Registered yearly measures use annual return periods even though the strategy receives monthly observations.

Model and publication. No single original research publication is claimed for this library/example policy.

Implementation in this tutorial. This is an event-handling lesson rather than a published econometric model. Price direction selects a fixed signed-unit target and the existing position determines the incremental order. See TutorialStrategy for equal-price behavior and the companion demo for monthly sampling.

Constructor Summary

Constructors

Constructor and Description
TutorialStrategyDemo()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)
void	run() Downloads and samples HSI history, runs one fresh strategy and logs its measures.

Methods inherited from class java.lang.Object

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

Constructor Detail

TutorialStrategyDemo

public TutorialStrategyDemo()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception

run

public void run()
         throws Exception

Downloads and samples HSI history, runs one fresh strategy and logs its measures. Requires Yahoo access and a graphical environment for the configured plotter.

Throws:

Exception - if market-data loading or simulation fails