QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
60 lines
2.0 KiB
Python
60 lines
2.0 KiB
Python
# encoding: utf-8
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# module QuantConnect.Orders.Slippage calls itself Slippage
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# from QuantConnect.Common, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null
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# by generator 1.145
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# no doc
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# imports
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import datetime
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import QuantConnect.Orders
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import QuantConnect.Orders.Slippage
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import QuantConnect.Securities
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import typing
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# no functions
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# classes
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class AlphaStreamsSlippageModel(System.object, QuantConnect.Orders.Slippage.ISlippageModel):
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"""
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Represents a slippage model that uses a constant percentage of slip
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AlphaStreamsSlippageModel()
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"""
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def GetSlippageApproximation(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> float:
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pass
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class ConstantSlippageModel(System.object, QuantConnect.Orders.Slippage.ISlippageModel):
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"""
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Represents a slippage model that uses a constant percentage of slip
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ConstantSlippageModel(slippagePercent: Decimal)
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"""
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def GetSlippageApproximation(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> float:
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pass
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def __init__(self, slippagePercent: float) -> QuantConnect.Orders.Slippage.ConstantSlippageModel:
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pass
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class ISlippageModel:
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""" Represents a model that simulates market order slippage """
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def GetSlippageApproximation(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> float:
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pass
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class VolumeShareSlippageModel(System.object, QuantConnect.Orders.Slippage.ISlippageModel):
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"""
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Represents a slippage model that is calculated by multiplying the price impact constant
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by the square of the ratio of the order to the total volume.
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VolumeShareSlippageModel(volumeLimit: Decimal, priceImpact: Decimal)
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"""
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def GetSlippageApproximation(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> float:
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pass
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def __init__(self, volumeLimit: float, priceImpact: float) -> QuantConnect.Orders.Slippage.VolumeShareSlippageModel:
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pass
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