TimeDiff

time1

time2


Only work with intraday time without date. origin time NOT necessarily less than 
ending time. Differnece must be given in seconds.


time

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.

TimeDiff: Find Difference Between Timestamps

Description

Usage

Arguments

Value