Uses of Enum Class
com.quantfinlib.microstructure.CircuitBreakers.Halt

Packages that use CircuitBreakers.Halt

Package

Description

com.quantfinlib.microstructure

Market microstructure analytics: MarketImpactModel (square-root law + Almgren-Chriss temporary/permanent decomposition), AlmgrenChriss (closed-form optimal execution trajectories on the cost/risk frontier), QueueModel (fill probability from queue position and latency advantage), TransactionCostAnalyzer (implementation shortfall, slippage vs VWAP, effective spread per fill), TickSizeSchedule (banded price grids) and Auction (call uncross).

Uses of CircuitBreakers.Halt in com.quantfinlib.microstructure

Subclasses with type arguments of type CircuitBreakers.Halt in com.quantfinlib.microstructure

Modifier and Type	Class	Description
static enum	CircuitBreakers.Halt	MWCB halt decision.

Methods in com.quantfinlib.microstructure that return CircuitBreakers.Halt

Modifier and Type	Method	Description
CircuitBreakers.Halt	CircuitBreakers.MarketWide.onDecline(double declineFromPriorClose, int minutesSinceMidnight)
static CircuitBreakers.Halt	CircuitBreakers.Halt.valueOf(String name)	Returns the enum constant of this class with the specified name.
static CircuitBreakers.Halt[]	CircuitBreakers.Halt.values()	Returns an array containing the constants of this enum class, in the order they are declared.