Access get_credit_interest in next()
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
Also: I notice the credit interest is included in
order.executed.comm; is it possible to get the interest separately out of this?
No. It is obvious you need a custom commission scheme which keeps track of the interest in a separate member attribute.
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