Uses of Record Class
com.quantfinlib.backtest.ParentOrder
Packages that use ParentOrder
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Uses of ParentOrder in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest that return types with arguments of type ParentOrderMethods in com.quantfinlib.backtest with parameters of type ParentOrderModifier and TypeMethodDescriptionExecutionAwareResult.tca(ParentOrder parent) Transaction cost analysis for one parent order: arrival mid = close at the signal bar, market VWAP = volume-weighted close over the fill interval, per-fill mid = close of the fill bar.