tech.nmfin.algoquant.web.sma2

Class SMA2App.Result

java.lang.Object

tech.nmfin.algoquant.web.SavedReport

tech.nmfin.algoquant.web.sma2.SMA2App.Result

Enclosing class:

SMA2App

public static final class SMA2App.Result
extends SavedReport

Field Summary

Fields

Modifier and Type	Field and Description
Double	annualizedVolatility
boolean	bankrupt
String	benchmarkSource
Double	benchmarkTotalReturn
List<SMA2App.Fill>	buyHoldExecutions
List<AllPerformanceMeasures.Metric>	buyHoldPerformanceMeasures
SMA2App.StrategyStatistics	buyHoldStatistics
String	end
List<SMA2App.Fill>	executions
int	fast
double	finalNav
String	generatedAt
double	initialCapital
double	maxDrawdown
List<AllPerformanceMeasures.Metric>	performanceMeasures
List<AllPerformanceMeasures.PeriodTable>	periodMeasures
double	pnl
int	reportSchemaVersion
List<SMA2App.Point>	series
Double	sharpe
String	sizingModel
int	slow
SMA2App.StrategyStatistics	sma2Statistics
String	source
BuyAndHoldBenchmark.Result	sp500
String	start
String	symbol
double	totalReturn

Fields inherited from class tech.nmfin.algoquant.web.SavedReport

appRevision, reportId, reportPath

Constructor Summary

Constructors

Constructor and Description
Result()

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

symbol

public String symbol

start

public String start

end

public String end

source

public String source

generatedAt

public String generatedAt

reportSchemaVersion

public int reportSchemaVersion

sp500

public BuyAndHoldBenchmark.Result sp500

sma2Statistics

public SMA2App.StrategyStatistics sma2Statistics

buyHoldStatistics

public SMA2App.StrategyStatistics buyHoldStatistics

buyHoldPerformanceMeasures

public List<AllPerformanceMeasures.Metric> buyHoldPerformanceMeasures

buyHoldExecutions

public List<SMA2App.Fill> buyHoldExecutions

sizingModel

public String sizingModel

benchmarkTotalReturn

public Double benchmarkTotalReturn

bankrupt

public boolean bankrupt

fast

public int fast

slow

public int slow

initialCapital

public double initialCapital

finalNav

public double finalNav

pnl

public double pnl

totalReturn

public double totalReturn

maxDrawdown

public double maxDrawdown

annualizedVolatility

public Double annualizedVolatility

sharpe

public Double sharpe

series

public List<SMA2App.Point> series

executions

public List<SMA2App.Fill> executions

performanceMeasures

public List<AllPerformanceMeasures.Metric> performanceMeasures

periodMeasures

public List<AllPerformanceMeasures.PeriodTable> periodMeasures

benchmarkSource

public String benchmarkSource

Constructor Detail

Result

public Result()