DataSlice

time1

time2

last


The input dataframe should have a column named 'Time'. If both 'time1', 'time2' 
and 'last' were given, then the actual window size should the smaller of 
(time2 - time1) and 'last'.


truncate 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.

SONG Yang

TickExec

Execution Functions for Tick Data Back Test

DataSlice function

Truncate Given Dataframe According to Given Time Window

DataSlice: Truncate Given Dataframe According to Given Time Window

Description

Usage

Arguments

Value