Uses of Record Class
com.quantfinlib.microstructure.Execution

Packages that use Execution

Package	Description
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.

Uses of Execution in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return types with arguments of type Execution

Modifier and Type	Method	Description
List<Execution>	ExecutionAwareResult.allFills()	Every child fill of the run, in execution order.
List<Execution>	ExecutionModel.execute(Side side, long requestedQty, BarSeries series, int index)	Executes up to requestedQty on this bar.
List<Execution>	IcebergExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	InstantExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	LastLookExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	SorExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	ParentOrder.fills()	fills.

Constructor parameters in com.quantfinlib.backtest with type arguments of type Execution

Modifier	Constructor	Description
	ParentOrder(Side side, int signalIndex, double arrivalPrice, String reason, List<Execution> fills, int[] fillBarIndices)	Creates the value; array and collection arguments are copied.

Uses of Execution in com.quantfinlib.microstructure

Method parameters in com.quantfinlib.microstructure with type arguments of type Execution

Modifier and Type	Method	Description
static TransactionCostAnalyzer.TcaReport	TransactionCostAnalyzer.analyze(List<Execution> fills, double arrivalMid, double marketVwap, double[] midAtFill)	Transaction cost analysis of one parent order's fills.