Uses of Interface
com.quantfinlib.backtest.ExecutionModel

Packages that use ExecutionModel

Package	Description
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.

Uses of ExecutionModel in com.quantfinlib.backtest

Classes in com.quantfinlib.backtest that implement ExecutionModel

Modifier and Type	Class	Description
final class	IcebergExecution	Iceberg execution: wraps another ExecutionModel and caps each bar's execution at the IcebergOrder state machine's visible tranche (optionally randomized), plus an optional participation cap versus the bar's volume.
final class	InstantExecution	Baseline execution model: the full quantity fills at the bar close with commission and slippage folded into the all-in price — equivalent to the classic Backtester fill assumption.
final class	LastLookExecution	Last-look execution model — the missing realism for FX backtests: on ECN and single-dealer FX liquidity, the provider holds your order briefly and may reject it if the price moves against them during the hold.
final class	SorExecution	Smart-order-routed execution over a synthetic fragmented market.

Methods in com.quantfinlib.backtest with parameters of type ExecutionModel

Modifier and Type	Method	Description
static ExecutionAwareResult	ExecutionAwareBacktester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, ExecutionModel model)

Constructors in com.quantfinlib.backtest with parameters of type ExecutionModel

Modifier	Constructor	Description
	IcebergExecution(ExecutionModel inner, long displayQty)
	IcebergExecution(ExecutionModel inner, long displayQty, double randomizePct, double maxParticipation, long seed)