tensortrade.oms.services.slippage.slippage_model module¶
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class
tensortrade.oms.services.slippage.slippage_model.
SlippageModel
[source]¶ Bases:
tensortrade.core.component.Component
A model for simulating slippage on an exchange trade.
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adjust_trade
(trade: tensortrade.oms.orders.trade.Trade, **kwargs) → tensortrade.oms.orders.trade.Trade[source]¶ Simulate slippage on a trade ordered on a specific exchange.
Parameters: - trade (Trade) – The trade executed on the exchange.
- **kwargs (keyword arguments) – Any other arguments necessary for the model.
Returns: Trade – A filled trade with the price and size adjusted for slippage.
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registered_name
= 'slippage'¶
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