slippage.py 文件源码

def __init__(self, volume_limit, eta=ROOT_SYMBOL_TO_ETA):
        super(VolatilityVolumeShare, self).__init__()
        self.volume_limit = volume_limit

        # If 'eta' is a constant, use a dummy mapping to treat it as a
        # dictionary that always returns the same value.
        # NOTE: This dictionary does not handle unknown root symbols, so it may
        # be worth revisiting this behavior.
        if isinstance(eta, (int, float)):
            self._eta = DummyMapping(float(eta))
        else:
            # Eta is a dictionary. If the user's dictionary does not provide a
            # value for a certain contract, fall back on the pre-defined eta
            # values per root symbol.
            self._eta = merge(ROOT_SYMBOL_TO_ETA, eta)