.LoadTickDataSHSZ

date

ticker

'BUY', 'SELL' or 'TRADE', depends on the chunk of the data wanted.

CALL


NOT to be called by user!!! Only for 'LoadTickData' to call.


laod data

Functions to execute orders in backtesting using tick data. A testing platform was established by the four major execution functions, namely 'LimitBuy', 'LimitSell', 'MarketBuy' and 'MarketSell', which enclosed all tedious aspects (such as queueing for order executions and calculate actual executed volumes) for order execution using tick data. Such that one can focus on the logic of strategies, rather than its execution.

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.LoadTickDataSHSZ: Load Tick Data for SHSZ Stock Market

Description

Usage

Arguments

Value