tech.nmfin.algoquant.web

Class NavSeriesAnalysis

java.lang.Object

tech.nmfin.algoquant.web.NavSeriesAnalysis

public final class NavSeriesAnalysis
extends Object

Shared NAV-only analysis: do not manufacture trades, fees or positions from account values.

Using this example. Use this adapter for imported account values when there is no order or execution history. The NAV cache can support return and drawdown measures, but cannot establish commissions, positions or completed trades. Preserve that distinction in output labels and availability flags.

Constructor Summary

Constructors

Constructor and Description
NavSeriesAnalysis()

Method Summary

Modifier and Type	Method and Description
static List<AllPerformanceMeasures.Metric>	metrics(List<String> dates, List<Double> values, double capital, BenchmarkLookup benchmark)

Methods inherited from class java.lang.Object

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

Constructor Detail

NavSeriesAnalysis

public NavSeriesAnalysis()

Method Detail

metrics

public static List<AllPerformanceMeasures.Metric> metrics(List<String> dates,
                                                          List<Double> values,
                                                          double capital,
                                                          BenchmarkLookup benchmark)