Uses of Record Class
com.quantfinlib.execution.Slice

Packages that use Slice

Package	Description
com.quantfinlib.execution	Order routing, execution algorithms and the venue models they learn from.

Uses of Slice in com.quantfinlib.execution

Methods in com.quantfinlib.execution that return types with arguments of type Slice

Modifier and Type	Method	Description
static List<Slice>	ImplementationShortfallScheduler.schedule(AlmgrenChriss.Params params, long durationMillis)	The optimal IS schedule for the given market parameters.
static List<Slice>	TwapScheduler.schedule(long totalQty, long durationMillis, int numSlices)	Equal slices at equal intervals starting at t=0.
static List<Slice>	VwapScheduler.schedule(long totalQty, double[] volumeProfile, long durationMillis)	Splits a parent order across the volume profile.
static List<Slice>	WmrFixingScheduler.schedule(long totalQty, int numSlices)	WmrFixingScheduler.schedule(long, long, int) with the standard 5-minute window.
static List<Slice>	WmrFixingScheduler.schedule(long totalQty, long windowMillis, int numSlices)	Even slices across the fixing window.
static List<Slice>	TwapScheduler.scheduleRandomized(long totalQty, long durationMillis, int numSlices, double jitterPct, long seed)	Randomized TWAP: slice sizes jittered by up to jitterPct (e.g. 0.3 = ±30%), deterministic for a given seed.