Trades

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.