LiquiditySampleMeasure#

API documentation for tradingstrategy.priceimpact.LiquiditySampleMeasure Python class in Trading Strategy framework.

class LiquiditySampleMeasure[source]#

Bases: Enum

For liquidity samples, which measurement we use for a price impact.

__init__(*args, **kwds)#

Attributes

open

close

high

low