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docs: update the docstring.
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py-hftbacktest/hftbacktest/__init__.py

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

py-hftbacktest/src/lib.rs

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

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