Trades#
A class implementing a trading manager. |
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Example implementation of TradeInterface. |
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Trade interface |
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A class implementing trade price calculations for the application of transaction costs. |
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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
andcontract_sector
.- Parameters:
contract_code – Contract code.
contract_sector – Contract sector.
tick_size – Tick size.
- Returns:
dict.