Class NoSlippage

java.lang.Object

com.wualabs.qtsurfer.engine.strategy.backtest.simulation.NoSlippage

All Implemented Interfaces:

SlippageModel

public class NoSlippage
extends Object
implements SlippageModel

The DEFAULT SlippageModel: returns the signal price unchanged — reproducing today's zero-slippage fills byte-for-byte.

Constructor Summary

Constructors

Constructor	Description
NoSlippage()

Method Summary

Modifier and Type	Method	Description
BigDecimal	adjust(SlippageContext ctx)	Returns the adjusted execution price for the given signal.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

NoSlippage

public NoSlippage()

Method Details

adjust

public BigDecimal adjust(SlippageContext ctx)

Description copied from interface: SlippageModel

Returns the adjusted execution price for the given signal.

Specified by:

adjust in interface SlippageModel

Parameters:

ctx - the slippage context (side, signal price)

Returns:

the execution price after slippage