FixedSlippage¶
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class
qf_lib.backtesting.execution_handler.slippage.fixed_slippage.
FixedSlippage
(slippage_per_share: float, data_provider: qf_lib.data_providers.data_provider.DataProvider, max_volume_share_limit: Optional[float] = None)[source]¶ Bases:
qf_lib.backtesting.execution_handler.slippage.base.Slippage
Slippage which always adds (or subtracts if short sale) certain absolute amount of money to the price.