PriceBasedSlippage

class qf_lib.backtesting.execution_handler.slippage.price_based_slippage.PriceBasedSlippage(slippage_rate: float, data_provider: DataProvider, max_volume_share_limit: Optional[float] = None)[source]

Bases: Slippage

Calculates the slippage by using some fixed fraction of the current securities’ price (e.g. always 0.01%).