Uses of Interface
com.quantfinlib.backtest.tick.TickStrategy

Packages that use TickStrategy

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 TickStrategy in com.quantfinlib.backtest.tick

Methods in com.quantfinlib.backtest.tick with parameters of type TickStrategy

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.