configure_max_slippage_tolerance#
API documentation for tradeexecutor.cli.slippage.configure_max_slippage_tolerance Python function.
- configure_max_slippage_tolerance(max_slippage, mod, default_max_slippage=0.005)[source]#
Figure out what slippage tolerance we should use for the execution.
Command line value
Strategy module Parameters class
- Parameters:
max_slippage (float) – From command line
mod (StrategyModuleInformation) – From strategy module