Uses of Interface
com.quantfinlib.data.TickFileReader.ReplayHandler
Packages that use 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.-
Uses of TickFileReader.ReplayHandler in com.quantfinlib.backtest.tick
Classes in com.quantfinlib.backtest.tick that implement TickFileReader.ReplayHandlerModifier and TypeClassDescriptionfinal classEvent-driven tick-level backtester: replays a captured QFLT tick file through aTickStrategywith microstructure-aware fills — the level below the bar-based engines, where queue position decides whether your passive order actually trades. -
Uses of TickFileReader.ReplayHandler in com.quantfinlib.data
Methods in com.quantfinlib.data with parameters of type TickFileReader.ReplayHandlerModifier and TypeMethodDescriptionstatic longTickFileReader.replay(Path path, TickFileReader.ReplayHandler handler) Replays the file as fast as possible.static longTickFileReader.replayPaced(Path path, TickFileReader.ReplayHandler handler, double speedMultiplier) Replays reproducing the recorded inter-tick gaps scaled byspeedMultiplier(2.0 = twice real time; individual gaps are capped at 10 s).