SLIPPAGE Class Reference

Public Member Functions
def	slippageModel (self, model="gaussian relative", parameters={"std" :0.0001})
	Description : More...

Public Attributes
	slippageMdl

Detailed Description

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Q26 - QuanTester module - SLIPPAGE object.

Description :

This class contains functions used by PRICE module object 

Examples :

Planned developments :

Known bugs :

Member Function Documentation

slippageModel()

def slippageModel	(		self,
			model = "gaussian relative",
			parameters = {"std" : 0.0001}
	)

Description :

Define market slippage model 

Parameters :

- model [str] = "gaussian relative" : 
    The available models are : 
        - "gaussian relative" : 
            This model suggests the price meet a random normal fluctuation 
            caracterised by a standard deviation value. The parameters are : 
                {"std" : standard deviation as a percentage of the current price}
- parameters [dict] = {"std" : 0.0001} : 
    See model parameter description. 

Returns :

None

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The documentation for this class was generated from the following file:

• slippage.py