Uses of Record Class
com.quantfinlib.backtest.tick.TickBacktester.Config

Packages that use TickBacktester.Config

Package

Description

com.quantfinlib.backtest.tick

Event-driven tick-level backtesting — the level below bars, where queue position decides whether a passive order actually trades: TickBacktester replays QFLT tick files through a TickStrategy with microstructure-aware fills (market orders pay half the spread; limit orders fill on trade-through or earn fills print-by-print against a simulated queue; optional tick-size grid for real-world prices; no fills against the triggering print).

Uses of TickBacktester.Config in com.quantfinlib.backtest.tick

Methods in com.quantfinlib.backtest.tick that return TickBacktester.Config

Modifier and Type	Method	Description
static TickBacktester.Config	TickBacktester.Config.defaults()
TickBacktester.Config	TickBacktester.Config.withCommissionBps(double bps)
TickBacktester.Config	TickBacktester.Config.withDefaultQueueAhead(long qty)
TickBacktester.Config	TickBacktester.Config.withEquitySampleEvery(int ticks)
TickBacktester.Config	TickBacktester.Config.withSpreadBps(double bps)
TickBacktester.Config	TickBacktester.Config.withTickSchedule(TickSizeSchedule schedule)	Price-banded ticks: the tick in force is looked up per price.
TickBacktester.Config	TickBacktester.Config.withTickSize(double size)

Methods in com.quantfinlib.backtest.tick with parameters of type TickBacktester.Config

Modifier and Type	Method	Description
static TickBacktester.TickBacktestResult	TickBacktester.run(TickStrategy strategy, Path tickFile, TickBacktester.Config config)	Replays the tick file through the strategy and returns the result.