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

Packages that use TickTradingContext

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 TickTradingContext in com.quantfinlib.backtest.tick

Classes in com.quantfinlib.backtest.tick that implement TickTradingContext

Modifier and Type	Class	Description
final class	TickBacktester	Event-driven tick-level backtester: replays a captured QFLT tick file through a TickStrategy with microstructure-aware fills — the level below the bar-based engines, where queue position decides whether your passive order actually trades.

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

Modifier and Type	Method	Description
void	TickStrategy.init(TickTradingContext context)