FixedSlippage¶

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.