Man pages for TickExec
Execution Functions for Tick Data Back Test

DataSliceTruncate Given Dataframe According to Given Time Window
DrawDownCalculate Maximum Draw Down of Series
GetLastPriceRetrieve Last Trade Price of Given Instrument
GetQueueLengthRetrieve Length of Quening Orders at Given Price
InitLogEntryInitialize Log for Each Trade
LimitBuyExecute Limit Buy Order
LimitSellExecute Limit Sell Order
LoadTickDataLocate and Load Tick Data of Given Instrument at Given Date
LoadTickDataHKLoad Tick Data for Hong Kong Stock Market
LoadTickDataSHSZLoad Tick Data for SHSZ Stock Market
MarketBuyExecute Market Buy Order
MarketSellExecute Market Sell Order
PerformanceReportSummarize Back Test Performance
PortfolioWorthEvaluate Market Worth of Given Protfolio
PriceToNASet 0 In Price To NA
SecondsToTimeCalculate Timestamp
SimpleReturnCalculate Simple Price to Price Return
tickexec-packageExecution Functions for Tick Data Back Test
TimeAddCalculate Endpoint Timestamp
TimeDiffFind Difference Between Timestamps
TotalPnLCalculate Total PnL for Given Protfolio
VolumeToZeroSet NA in Volume to 0
TickExec documentation built on May 2, 2019, 9:58 a.m.