| Title: | Market-Impact Backtesting on the Real Historical Order Book |
|---|---|
| Description: | R bindings for wickra-impact over its C ABI hub: replace the fill stage of a backtest with an order-book walk on the real historical L2 book, so slippage is measured, not guessed - byte-identical to the CLI and every other binding. |
| Authors: | kingchenc [aut, cre] |
| Maintainer: | kingchenc <[email protected]> |
| License: | MIT + file LICENSE | Apache License 2.0 |
| Version: | 0.2.0 |
| Built: | 2026-10-07 09:01:15 UTC |
| Source: | https://github.com/wickra-lib/wickra-impact |
Apply a command JSON and return the resulting response JSON.
wkimpact_command(impact, cmd_json)wkimpact_command(impact, cmd_json)
impact |
A backtest handle from [wkimpact_new()]. |
cmd_json |
A command JSON string ('set_spec', 'run', 'version'). |
The response as a JSON string.
Build a backtest handle from a spec JSON.
wkimpact_new(spec_json)wkimpact_new(spec_json)
spec_json |
An 'ImpactSpec' JSON string ('""' defers configuration to a later 'set_spec' command). |
A 'wickra_impact' handle (an external pointer).
The wickra-impact library version.
wkimpact_version()wkimpact_version()
A version string.