Python FillModel.is_slipped Beispiele

Beispiel #1

Datei: test_backtest_models.py Projekt: ynzheng/nautilus_trader

    def test_is_slipped_with_random_seed(self):
        # Arrange
        fill_model = FillModel(prob_slippage=0.5, random_seed=42)

        # Act
        # Assert
        self.assertFalse(fill_model.is_slipped())

Beispiel #2

    def test_instantiate_with_random_seed(self):
        # Arrange
        fill_model = FillModel(random_seed=42)

        # Act, Assert
        assert not fill_model.is_slipped()
        assert fill_model.is_limit_filled()
        assert fill_model.is_stop_filled()

Beispiel #3

Datei: test_backtest_models.py Projekt: ynzheng/nautilus_trader

    def test_instantiate_with_random_seed(self):
        # Arrange
        fill_model = FillModel(random_seed=42)

        # Act
        # Assert
        self.assertFalse(fill_model.is_slipped())
        self.assertFalse(fill_model.is_limit_filled())
        self.assertTrue(fill_model.is_stop_filled())

Beispiel #4

    def test_is_slipped_with_random_seed(self):
        # Arrange
        fill_model = FillModel(
            prob_slippage=0.5,
            random_seed=42,
        )

        # Act, Assert
        assert not fill_model.is_slipped()