lowkey_backtest/intrabar.py

10 lines
280 B
Python

from __future__ import annotations
import pandas as pd
def precompute_slices(df: pd.DataFrame) -> pd.DataFrame:
return df # hook for future use
def entry_slippage_row(price: float, qty: float, slippage_bps: float) -> float:
return price + price * (slippage_bps / 1e4)