Uses of Class
com.quantfinlib.execution.VenueScorecard
Packages that use VenueScorecard
Package
Description
Order routing, execution algorithms and the venue models they learn
from.
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Uses of VenueScorecard in com.quantfinlib.execution
Methods in com.quantfinlib.execution that return VenueScorecardModifier and TypeMethodDescriptionAdaptiveSor.scorecard()The scorecard this router learns from (feed fills/misses/probes to it).Constructors in com.quantfinlib.execution with parameters of type VenueScorecardModifierConstructorDescriptionAdaptiveSor(VenueScorecard scorecard) AdaptiveSor(VenueScorecard scorecard, AdaptiveSor.Config config)