Class ScaleBenchmark
java.lang.Object
com.quantfinlib.examples.ScaleBenchmark
Scale probe, parameterized: args = [crossCount, measuredTicks, crossMinMove].
200 direct pairs, crossCount synthetic crosses with legs spread across the
direct pairs (~crossCount/100 crosses touched per direct tick). Direct
pairs quote unconditionally; crosses quote through per-symbol conflation
with the given min-move (0 = conflation off, quote every cross update).
-
Constructor Summary
Constructors -
Method Summary
-
Constructor Details
-
ScaleBenchmark
public ScaleBenchmark()
-
-
Method Details
-
main
-