Wickra Impact — Python

Python bindings for the Wickra Impact market-impact backtester, built with PyO3 and maturin. An Impact handle is driven over a JSON boundary, so the same request yields the byte-identical report as every other Wickra Impact binding.

Install

pip install wickra-impact

Build from source

maturin develop --release

Usage

import json
from wickra_impact import Impact

spec = {
    "strategy": { "spec_version": 1, "symbol": "IMPACT", "timeframe": "1h",
        "indicators": {},
        "entry": {"ge": [{"price": "close"}, 0]},
        "exit": {"in_position": True},
        "sizing": {"type": "fixed_qty", "qty": 10.0},
        "execution": {"order_type": "market", "fill_timing": "next_open"} },
    "book_model": {"kind": "orderbook_walk"},
    "participation_cap": 1.0, "latency_ms": 0,
}

impact = Impact(json.dumps(spec))
report = json.loads(impact.command(json.dumps({"cmd": "run", "data": data})))
print(report["impact_stats"]["avg_slippage_bps"])  # the impact a naive backtest hides

API

• Impact(spec_json) — construct a backtest handle from an ImpactSpec JSON ("{}" defers configuration to a later set_spec). Raises ValueError on an invalid spec.
• Impact.command(cmd_json) — apply a command JSON and return the response JSON. Commands: set_spec, run, version. Raises RuntimeError on a command failure.
• Impact.version() / wickra_impact.__version__ — the library version.

Determinism

The fill engine lives only in the Rust core; this binding forwards the command string verbatim, so the report is byte-identical to the CLI and to every other language binding.

License

Dual-licensed under MIT or Apache-2.0.