slippage.py 文件源码

def transact_stub(slippage, commission, event, open_orders):
    """
    This is intended to be wrapped in a partial, so that the
    slippage and commission models can be enclosed.
    """
    for order, transaction in slippage(event, open_orders):
        if transaction and transaction.amount != 0:
            direction = math.copysign(1, transaction.amount)
            per_share, total_commission = commission.calculate(transaction)
            transaction.price += per_share * direction
            transaction.commission = total_commission

        yield order, transaction