开源填充引擎
我正在寻找一个 Java 填充引擎来执行回测。
填充引擎将被输入即时数据或 L2 数据（带有账簿），并且将像真实市场账户一样填充订单。
理想情况下能够通过配置文件处理： - 延迟（模仿现实场景） - 交易成本
有人知道这样的项目是否存在吗？
我已经参与过两个类似的项目，但它们已关闭并在内部完成。
I'm looking for a Java fill-engine to perform back-testing.
The fill engine would be fed either tick-data or L2 data (with book) and would fill orders as if it was a real-market account.
Ideally would be able to handle via config file:
- latency (to mimic real-world scenarios)
- transaction costs
Anyone know if such a project exists?
I've already worked with two similar projects but they were closed and done in-house.
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一些谷歌搜索发现了这一点 - http://fiximulator.org； QuickFIX（这个软件似乎是基于它的）也有一些模拟器。这两者都可以根据您的需要进行扩展。此外，如果您想针对特定平台进行测试，除了任何模拟器之外，使用测试帐户（他们通常提供）也是一个好主意。
Some googling uncovered this - http://fiximulator.org; and QuickFIX (which this piece of software seems to be based on) has some simulator as well. Both of those probably can be extended for your needs. Also if you want to test against specific platform, using test account (which they usually provide) is a good idea anyway, in addition to any simulators.