Uses of Package
com.quantfinlib.backtest.tick

Packages that use com.quantfinlib.backtest.tick

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).

Classes in com.quantfinlib.backtest.tick used by com.quantfinlib.backtest.tick

Class	Description
TickBacktester.Config	tickSize > 0 snaps limit-order matching to the exchange price grid (prices within the same tick are one level); 0 falls back to epsilon equality — use a real tick size with real market data.
TickBacktester.TickBacktestResult
TickStrategy	An event-driven strategy for the TickBacktester: sees every tick in sequence and trades through the TickTradingContext.
TickTradingContext	Order entry and account access for a TickStrategy.