QuantConnect.Python.SlippageModelPythonWrapper Class Reference
Wraps a PyObject object that represents a model that simulates market order slippage More...
Inheritance diagram for QuantConnect.Python.SlippageModelPythonWrapper:
Public Member Functions | |
| SlippageModelPythonWrapper (PyObject model) | |
| Constructor for initialising the SlippageModelPythonWrapper class with wrapped PyObject object More... | |
| decimal | GetSlippageApproximation (Security asset, Order order) |
| Slippage Model. Return a decimal cash slippage approximation on the order. More... | |
 Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< ISlippageModel > | |
| BasePythonWrapper (bool validateInterface=true) | |
| Creates a new instance of the BasePythonWrapper<TInterface> class More... | |
| BasePythonWrapper (PyObject instance, bool validateInterface=true) | |
| Creates a new instance of the BasePythonWrapper<TInterface> class with the specified instance More... | |
| void | SetPythonInstance (PyObject instance) |
| Sets the python instance More... | |
| T | GetProperty< T > (string propertyName) |
| Gets the Python instance property with the specified name More... | |
| PyObject | GetProperty (string propertyName) |
| Gets the Python instance property with the specified name More... | |
| void | SetProperty (string propertyName, object value) |
| Sets the Python instance property with the specified name More... | |
| dynamic | GetEvent (string name) |
| Gets the Python instance event with the specified name More... | |
| bool | HasAttr (string name) |
| Determines whether the Python instance has the specified attribute More... | |
| PyObject | GetMethod (string methodName) |
| Gets the Python instances method with the specified name and caches it More... | |
| T | InvokeMethod< T > (string methodName, params object[] args) |
| Invokes the specified method with the specified arguments More... | |
| PyObject | InvokeMethod (string methodName, params object[] args) |
| Invokes the specified method with the specified arguments More... | |
Additional Inherited Members | |
| Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< ISlippageModel > | |
| PyObject | Instance |
| Gets the underlying python instance More... | |
Detailed Description
Wraps a PyObject object that represents a model that simulates market order slippage
Definition at line 26 of file SlippageModelPythonWrapper.cs.
Constructor & Destructor Documentation
◆ SlippageModelPythonWrapper()
| QuantConnect.Python.SlippageModelPythonWrapper.SlippageModelPythonWrapper | ( | PyObject | model | ) |
Constructor for initialising the SlippageModelPythonWrapper class with wrapped PyObject object
- Parameters
-
model Represents a model that simulates market order slippage
Definition at line 32 of file SlippageModelPythonWrapper.cs.
Member Function Documentation
◆ GetSlippageApproximation()
| decimal QuantConnect.Python.SlippageModelPythonWrapper.GetSlippageApproximation | ( | Security | asset, |
| Order | order | ||
| ) |
Slippage Model. Return a decimal cash slippage approximation on the order.
- Parameters
-
asset The security matching the order order The order to compute slippage for
- Returns
- The slippage of the order in units of the account currency
Implements QuantConnect.Orders.Slippage.ISlippageModel.
Definition at line 43 of file SlippageModelPythonWrapper.cs.
The documentation for this class was generated from the following file:
- Common/Python/SlippageModelPythonWrapper.cs
