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quantengine / src /main /java /com /rods /backtestingstrategies /entity /StrategyComparisonResult.java
| package com.rods.backtestingstrategies.entity; | |
| import lombok.AllArgsConstructor; | |
| import lombok.Builder; | |
| import lombok.Data; | |
| import lombok.NoArgsConstructor; | |
| import java.util.List; | |
| import java.util.Map; | |
| /** | |
| * Result of comparing multiple strategies on the same stock data. | |
| */ | |
| public class StrategyComparisonResult { | |
| private String symbol; | |
| private double initialCapital; | |
| // Individual results keyed by strategy name | |
| private Map<String, BacktestResult> results; | |
| // Ranking: best to worst by return % | |
| private List<String> rankByReturn; | |
| // Ranking: best to worst by Sharpe Ratio | |
| private List<String> rankBySharpe; | |
| // Best overall strategy name | |
| private String bestStrategy; | |
| } | |