Double commission when switching from long to short (or viceversa)

Mindyou

I noticed that when creating a sell order when for a strategy that's already long that exceeds the size hold it charges the commission twice. The commission is a custom one (implemented by extending CommInfoBase) and is not a percentage of the total value.

More specifically:

let's say that there is a fixed commission of 5$ for each transaction
start by buying 100 shares -> comm charged is 5$
sell 200 shares -> comm shared is 10$ (should be 5$)

Looking at the code in bbroker.py, the commission is charged once because the position is closed and then again for the open of a new position.

Is this the expected behaviour? Is there a way that I can avoid the double commission?

Thank you,
Andrei

backtrader

Commision is only charged once per operation. But there is no code and as such:

How you switch from long to short .... ???
What your custom commission scheme does ... ???

Implemeting a Fixed commission scheme, in any case, doesn't need a custom commission scheme. You simply have to use bt.CommInfoBase.COMM_FIXED or bt.CommissionInfo.COMM_FIXED (shorter) to either

Instantiate a CommissionInfo instance and use broker.addcomissioninfo
Directly use broker.setcommissioninfo

Docs - Broker

Mindyou

I'm aware that using a fixed commission does not need a custom commission scheme. I just wanted to provide an example for the sake of brevity. Here is the actual commission scheme used (verified it returns the correct value of 5$ for small transactions):

class CustomStockCommInfo(bt.CommInfoBase):
    params = (
        ('commtype', bt.CommInfoBase.COMM_FIXED),
    )

    def _getcommission(self, size, price, pseudoexec):
        sub2000 = min(abs(size), 2000)
        over2000 = max(0, abs(size) - 2000)
        cost = sub2000 * 0.01 + over2000 * 0.005
        tot3p = abs(size) * price * 0.03
        ret = min(max(cost, 5), 60, tot3p)
        return ret

How do I switch from long to short:

to initiate the long position I do:
self.order = self.buy(data = self.datas[0], size = 100)
to switch to short, I do:
self.order = self.sell(data = self.datas[0], size = 200)

Mindyou

Also, realized that I might have sounded a bit harsh.

I want to thank you for the great platform! And for taking the time to reply! I really appreciate it!

aceBox

@Mindyou @backtrader Facing an exactly similar issue when switching from long to short. What might be the reason for this? And any insights on resolving this?