Uses of Record Class
com.quantfinlib.microstructure.Execution

Packages that use Execution

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
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).
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 Execution in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return types with arguments of type Execution

Modifier and Type	Method	Description
List<Execution>	ExecutionAwareResult.allFills()	Every child fill of the run, in execution order.
List<Execution>	ExecutionModel.execute(Side side, long requestedQty, BarSeries series, int index)	Executes up to requestedQty on this bar.
List<Execution>	IcebergExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	InstantExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	LastLookExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	SorExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	ParentOrder.fills()	Returns the value of the fills record component.

Constructor parameters in com.quantfinlib.backtest with type arguments of type Execution

Modifier	Constructor	Description
	ParentOrder(Side side, int signalIndex, double arrivalPrice, String reason, List<Execution> fills, int[] fillBarIndices)	Creates an instance of a ParentOrder record class.

Uses of Execution in com.quantfinlib.backtest.tick

Methods in com.quantfinlib.backtest.tick that return types with arguments of type Execution

Modifier and Type	Method	Description
List<Execution>	TickBacktester.TickBacktestResult.fills()	Returns the value of the fills record component.

Constructor parameters in com.quantfinlib.backtest.tick with type arguments of type Execution

Modifier	Constructor	Description
	TickBacktestResult(String strategyName, List<Execution> fills, double[] sampledEquity, double finalEquity, long ticksProcessed, PerformanceMetrics metrics)	Creates an instance of a TickBacktestResult record class.

Uses of Execution in com.quantfinlib.microstructure

Method parameters in com.quantfinlib.microstructure with type arguments of type Execution

Modifier and Type	Method	Description
static TransactionCostAnalyzer.TcaReport	TransactionCostAnalyzer.analyze(List<Execution> fills, double arrivalMid, double marketVwap, double[] midAtFill)