Spaces:
Sleeping
Sleeping
| package com.rods.backtestingstrategies.entity; | |
| import lombok.AllArgsConstructor; | |
| import lombok.Builder; | |
| import lombok.Data; | |
| import lombok.NoArgsConstructor; | |
| import java.util.Map; | |
| /** | |
| * Result of portfolio-level backtesting. | |
| */ | |
| public class PortfolioResult { | |
| private double totalCapital; | |
| private double finalValue; | |
| private double totalPnL; | |
| private double totalReturnPct; | |
| private String strategyUsed; | |
| // Aggregate performance metrics across the portfolio | |
| private PerformanceMetrics aggregateMetrics; | |
| // Per-symbol breakdown | |
| private Map<String, BacktestResult> symbolResults; | |
| // Allocation info | |
| private Map<String, Double> allocations; // symbol → allocated capital | |
| } | |