Access get_credit_interest in next()

[cwse]

Hello again!

I am trying to get the interest expense in Next() block, but the problem is when an position is closed, the bbroker self.d_credit[data] is reset to zero, so I cannot get the interest applicable to the last day the stock was held. Is it possible to get interest each day in next()?

Also: I notice the credit interest is included in order.executed.comm; is it possible to get the interest separately out of this?

Thanks!!

[backtrader]

No. It is obvious you need a custom commission scheme which keeps track of the interest in a separate member attribute.

[cwse]

Thanks @backtrader, sounds good. Any tips how I could edit the following commission scheme to do just that?

class CommInfo_Custom(bt.CommInfoBase):
    params = (
        ('commtype', bt.CommInfoBase.COMM_PERC), #commission to be understood as %
        # Custom broker commission fee params:
        ('min_fee', 0),  # The broker uses a %commission fee, with the "min_fee" as the minimum fee per trade. 
    )

    def _getcommission(self, size, price, pseudoexec):
        commvalue = abs(size) * price * self.p.commission         # %based commission value
        commvalue = max(self.p.min_fee,commvalue)                 # choose the greater of $min_fee and percentage calculated
        return commvalue

Much appreciated