Trades

TradingManager	A class implementing a trading manager.
PaperTradeInterface	Example implementation of TradeInterface.
TradeInterface	Trade interface
TradePricer	A class implementing trade price calculations for the application of transaction costs.

sigtech.framework.transaction_cost.data.market_impact.market_impact.market_impact_for_group(contract_code, contract_sector, tick_size)

Return market impact dictionaries for a given group represented by contract_code and contract_sector.

Parameters

• contract_code – Contract code.

• contract_sector – Contract sector.

• tick_size – Tick size.

Returns

dict.