SPREAD Class Reference

Public Member Functions
def	spreadModel (self, model="constant", apply="bid", parameters={"spread" :0.0001})
	Description : More...

Detailed Description

---

Q26 - QuanTester module - SPREAD object.

Description :

This class contains functions used by PRICE module object 

Examples :

Planned developments :

Known bugs :

Member Function Documentation

spreadModel()

def spreadModel	(		self,
			model = "constant",
			apply = "bid",
			parameters = {"spread" : 0.0001}
	)

Description :

Modify ask and bid prices of a PRICE object according a provided 
spread model. 

Parameters :

- model [str] = "constant" : 
    To every available model is associated a parameters dictionnary.
    The different available spread models are : 
        - "constant" : 
            Consists in a constant widening of the prices. In this case : 
            parameters = {"spread" [double] : spread value}
- apply [str] = "bid" : 
    - "bid" -> the spread value is substracted from the bid values 
    - "ask" -> the spread value is added to the ask values 
    - "both" -> the spread value is 50% substracted from the bid values 
                and 50% added to the ask values.
- parameters [dict] = None : 
    See model parameter description. 

Returns :

None

---

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

• spread.py