DataSlice | Truncate Given Dataframe According to Given Time Window |
DrawDown | Calculate Maximum Draw Down of Series |
GetLastPrice | Retrieve Last Trade Price of Given Instrument |
GetQueueLength | Retrieve Length of Quening Orders at Given Price |
InitLogEntry | Initialize Log for Each Trade |
LimitBuy | Execute Limit Buy Order |
LimitSell | Execute Limit Sell Order |
LoadTickData | Locate and Load Tick Data of Given Instrument at Given Date |
LoadTickDataHK | Load Tick Data for Hong Kong Stock Market |
LoadTickDataSHSZ | Load Tick Data for SHSZ Stock Market |
MarketBuy | Execute Market Buy Order |
MarketSell | Execute Market Sell Order |
PerformanceReport | Summarize Back Test Performance |
PortfolioWorth | Evaluate Market Worth of Given Protfolio |
PriceToNA | Set 0 In Price To NA |
SecondsToTime | Calculate Timestamp |
SimpleReturn | Calculate Simple Price to Price Return |
tickexec-package | Execution Functions for Tick Data Back Test |
TimeAdd | Calculate Endpoint Timestamp |
TimeDiff | Find Difference Between Timestamps |
TotalPnL | Calculate Total PnL for Given Protfolio |
VolumeToZero | Set NA in Volume to 0 |
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