tech.nmfin.algoquant.web

Class BuyAndHoldBenchmark

java.lang.Object

tech.nmfin.algoquant.web.BuyAndHoldBenchmark

public final class BuyAndHoldBenchmark
extends Object

Reusable, independently funded S&P 500 price-index buy-and-hold simulation.

Using this example. Call run(start, end, capital) to obtain a separately simulated, funded S&P 500 account and its statistics. The source is the Yahoo price index, not a dividend-reinvested total-return index. Reuse the same dates and capital when comparing another strategy; join daily output by date, not array position.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	BuyAndHoldBenchmark.Fill
static class	BuyAndHoldBenchmark.Point
static interface	BuyAndHoldBenchmark.PriceSource
static class	BuyAndHoldBenchmark.Result
static class	BuyAndHoldBenchmark.Statistics

Field Summary

Fields

Modifier and Type	Field and Description
static String	SYMBOL

Constructor Summary

Constructors

Constructor and Description
BuyAndHoldBenchmark()
BuyAndHoldBenchmark(BuyAndHoldBenchmark.PriceSource source) Inject cached prices or explicit offline fixtures; no market-data fallback is substituted.

Method Summary

Modifier and Type	Method and Description
static void	markOpenPositionMeasures(List<AllPerformanceMeasures.Metric> metrics)
BuyAndHoldBenchmark.Result	run(LocalDate start, LocalDate end, double capital)

Methods inherited from class java.lang.Object

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

Field Detail

SYMBOL

public static final String SYMBOL

See Also:

Constant Field Values

Constructor Detail

BuyAndHoldBenchmark

public BuyAndHoldBenchmark()

BuyAndHoldBenchmark

public BuyAndHoldBenchmark(BuyAndHoldBenchmark.PriceSource source)

Inject cached prices or explicit offline fixtures; no market-data fallback is substituted.

Method Detail

run

public BuyAndHoldBenchmark.Result run(LocalDate start,
                                      LocalDate end,
                                      double capital)

markOpenPositionMeasures

public static void markOpenPositionMeasures(List<AllPerformanceMeasures.Metric> metrics)