Wickra Impact — Python

Part of the Wickra ecosystem: — for Python. pip install wickra-impact — prebuilt wheels for Linux, macOS and Windows, nothing to compile.

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

Pre-built wheels ship for Linux, macOS and Windows — there is nothing to compile and no C library to track down.

Building from this repository (contributors)

maturin develop --release

Quick start

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.

Benchmark

Every binding forwards to the same data-driven Rust core, so what this one adds is the call overhead of PyO3, not a different result. The core's throughput is measured by the repository's benchmark suite and the nightly bench.yml run; the numbers, the machine and how to reproduce them are in the repository BENCHMARKS.md.

Documentation

The full guide, the spec reference and the API documentation live in the main repository and the documentation site:

• Repository: https://github.com/wickra-lib/wickra-impact
• Docs (guides, spec reference, cookbook): https://impact.wickra.org
• Runnable example: examples/python/

Wickra Impact ships native bindings for Python, Node.js, WASM and Rust, plus a C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all forwarding to the same data-driven, unsafe-forbidden Rust core.

Security

Found a security issue? Please don't open a public issue. Report it privately via the repository's Security tab ("Report a vulnerability") or email support@wickra.org with a subject line starting [wickra security]. Full policy: https://github.com/wickra-lib/wickra-impact/blob/main/SECURITY.md.

Disclaimer

Wickra Impact is a research and backtesting tool. It measures the slippage an order would have paid against recorded market data; it does not place orders, and a measurement over history is not a prediction about the future. Nothing here is financial advice. Trading carries risk, including the loss of the capital committed. Use it at your own risk.

License

Licensed under either of Apache-2.0 or MIT at your option.