Enum Class SweepObjective

java.lang.Object
java.lang.Enum<SweepObjective>
com.qtsurfer.api.sdk.SweepObjective
All Implemented Interfaces:
Serializable, Comparable<SweepObjective>, Constable

public enum SweepObjective extends Enum<SweepObjective>
The metric a sweep optimizes, and the one its leaderboard and its sensitivity surfaces are read against.

One vocabulary throughout: the objective a SweepRequest is submitted with is the objective the leaderboard is ranked by, and the one Sweep.sensitivity() aggregates unless a different one is asked for.

  • Enum Constant Details

    • SHARPE

      public static final SweepObjective SHARPE
      Risk-adjusted return; the platform default when a request names none.
    • SORTINO

      public static final SweepObjective SORTINO
      Downside-risk-adjusted return.
    • PNL

      public static final SweepObjective PNL
      Absolute net profit and loss.
    • MAXDD

      public static final SweepObjective MAXDD
      Maximum drawdown.
  • Method Details

    • values

      public static SweepObjective[] values()
      Returns an array containing the constants of this enum class, in the order they are declared.
      Returns:
      an array containing the constants of this enum class, in the order they are declared
    • valueOf

      public static SweepObjective valueOf(String name)
      Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)
      Parameters:
      name - the name of the enum constant to be returned.
      Returns:
      the enum constant with the specified name
      Throws:
      IllegalArgumentException - if this enum class has no constant with the specified name
      NullPointerException - if the argument is null
    • wire

      public String wire()
      Internal: the value sent on the wire. Exposed so the SDK's own helpers can pass it through without re-encoding.
      Returns:
      the wire token for this objective