pqf.order.slippage

Functions

simple_slippage(prices, slippage_rate)

Calculate slippage on prices.

pqf.order.slippage.simple_slippage(prices: Series | Expr, slippage_rate: float) → Series | Expr[source]

Calculate slippage on prices.

Parameters:

prices (pl.Series | pl.Expr) – Series or expression representing prices.
slippage_rate (float) – Rate of slippage to apply.

Returns:

Series or expression with slippage applied.

Return type:

pl.Series | pl.Expr