pybroker.slippage module

Implements slippage models.

class RandomSlippageModel(min_pct: float, max_pct: float)[源代码]

基类：SlippageModel

Implements a simple random slippage model.

参数:

min_pct -- Min percentage of slippage.
max_pct -- Max percentage of slippage.

apply_slippage(ctx: ExecContext, buy_shares: Decimal | None = None, sell_shares: Decimal | None = None)[源代码]: Applies slippage to ctx.

class SlippageModel[源代码]

基类：ABC

Base class for implementing a slippage model.

abstract apply_slippage(ctx: ExecContext, buy_shares: Decimal | None = None, sell_shares: Decimal | None = None)[源代码]: Applies slippage to ctx.