| TickExec-package | Execution Functions for Tick Data Back Test |
| .LoadTickDataHK | Load Tick Data for Hong Kong Stock Market |
| .LoadTickDataSHSZ | Load Tick Data for SHSZ Stock Market |
| DataSlice | Truncate Given Dataframe According to Given Time Window |
| DrawDown | Calculate Maximum Draw Down of Series |
| GetLastPrice | Retrieve Last Trade Price of Given Instrument |
| GetQueueLength | Retrieve Length of Quening Orders at Given Price |
| InitLogEntry | Initialize Log for Each Trade |
| LimitBuy | Execute Limit Buy Order |
| LimitSell | Execute Limit Sell Order |
| LoadTickData | Locate and Load Tick Data of Given Instrument at Given Date |
| MarketBuy | Execute Market Buy Order |
| MarketSell | Execute Market Sell Order |
| PerformanceReport | Summarize Back Test Performance |
| PortfolioWorth | Evaluate Market Worth of Given Protfolio |
| PriceToNA | Set 0 In Price To NA |
| SecondsToTime | Calculate Timestamp |
| SimpleReturn | Calculate Simple Price to Price Return |
| TickExec | Execution Functions for Tick Data Back Test |
| TimeAdd | Calculate Endpoint Timestamp |
| TimeDiff | Find Difference Between Timestamps |
| TotalPnL | Calculate Total PnL for Given Protfolio |
| VolumeToZero | Set NA in Volume to 0 |