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Update doc
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nkaz001 committed Nov 2, 2023
1 parent 8b9c64a commit 9e75d82
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18 changes: 18 additions & 0 deletions docs/order_fill.rst
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Expand Up @@ -210,6 +210,24 @@ SquareProbQueueModel
asset_type=Linear
)
PowerProbQueueModel
~~~~~~~~~~~~~~~~~~~

.. code-block:: python
from hftbacktest import PowerProbQueueModel
hbt = HftBacktest(
data,
tick_size=0.01,
lot_size=0.001,
maker_fee=-0.00005,
taker_fee=0.0007,
order_latency=IntpOrderLatency(latency_data),
queue_model=PowerProbQueueModel(3)
asset_type=Linear
)
Implement a custom probability queue position model
---------------------------------------------------

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4 changes: 4 additions & 0 deletions docs/reference/queue_models.rst
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Expand Up @@ -15,6 +15,10 @@ Queue Models
:members:
:show-inheritance:

.. autoclass:: hftbacktest.models.queue.PowerProbQueueModel
:members:
:show-inheritance:

.. autoclass:: hftbacktest.models.queue.LogProbQueueModel
:members:
:show-inheritance:

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