To cite package ‘wickraimpact’ in publications use:

kingchenc (2026). wickraimpact: Market-Impact Backtesting on the Real Historical Order Book. R package version 0.2.0, https://github.com/wickra-lib/wickra-impact.

Corresponding BibTeX entry:

  @Manual{,
    title = {wickraimpact: Market-Impact Backtesting on the Real
      Historical Order Book},
    author = {{kingchenc}},
    year = {2026},
    note = {R package version 0.2.0},
    url = {https://github.com/wickra-lib/wickra-impact},
  }