Interface TickStrategy

public interface TickStrategy
An event-driven strategy for the TickBacktester: sees every tick in sequence and trades through the TickTradingContext. Symbol ids arrive with the ticks (defined by the tick file), so resolve instruments lazily in onTick rather than in init.

  • Method Summary

    Modifier and Type
    Method
    Description
    void
    init(TickTradingContext context)
     
    String
    name()
     
    void
    onTick(int symbolId, double price, double size, long timestampNanos)
     

  • Method Details

    • name

      String name()

    • init

      void init(TickTradingContext context)

    • onTick

      void onTick(int symbolId, double price, double size, long timestampNanos)