Uses of Interface
com.quantfinlib.data.TickFileReader.ReplayHandler

Package
Description
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).
Data in, out, and preparation — the bridge between real-world files/feeds and the analytics stack: CsvBarLoader (RFC-4180-tolerant CSV bars), HttpBarFetcher (CSV over HTTP), TickFileWriter/TickFileReader (QFLT binary tick format with as-fast-as-possible or paced replay), TickCapture (record the live bus for deterministic replay), SeriesAligner (timestamp intersection / union+forward-fill for ragged multi-asset data) CorporateActions (split/dividend back-adjustment) and PointInTimeUniverse (as-of membership + delisting/merger terminal events — the engine half of survivorship-bias-free backtesting, consumed by the universe-aware PortfolioBacktester overload and StockScreener.membersAsOf) with UniverseCsvLoader as its documented CSV interchange format for user-supplied membership/lifecycle data.