docs: update the docstring.

nkaz001 · Sep 3, 2024 · 21393bb · 21393bb
1 parent 4fdaad0
commit 21393bb
Show file tree

Hide file tree

Showing 2 changed files with 8 additions and 0 deletions.
diff --git a/py-hftbacktest/hftbacktest/__init__.py b/py-hftbacktest/hftbacktest/__init__.py
@@ -135,6 +135,10 @@ def intp_order_latency(self, data: str | NDArray | List[str], latency_offset: in
         Args:
             data: A list of file paths for the historical order latency data in `npz`, or a NumPy array of the
                   historical order latency data.
+            latency_offset: the latency offset to adjust the order entry and response latency by the
+                            specified amount. This is particularly useful in cross-exchange
+                            backtesting, where the feed data is collected from a different site than
+                            the one where the strategy is intended to run.
         """
         if isinstance(data, str):
             super().intp_order_latency([data], latency_offset)

diff --git a/py-hftbacktest/src/lib.rs b/py-hftbacktest/src/lib.rs
@@ -243,6 +243,10 @@ impl BacktestAsset {
     ///
     /// Args:
     ///     data: a list of file paths for the historical order latency data in `npz`.
+    ///     latency_offset: the latency offset to adjust the order entry and response latency by the
+    ///                     specified amount. This is particularly useful in cross-exchange
+    ///                     backtesting, where the feed data is collected from a different site than
+    ///                     the one where the strategy is intended to run.
     pub fn intp_order_latency(
         mut slf: PyRefMut<Self>,
         data: Vec<String>,