question about futures margin

jlz

say i am trading soybean meal, some numbers:

10 tons one lot

3000$ one ton

margin required 5%

so one lot requires margin 3000 * 10 * 5% = 1500$

but if i set commission as follows:

    cerebro.broker.setcommission(
        commission = 1.125,                     # 豆粕开仓1.5，平今0.75，单边平均1.125
        commtype = bt.CommInfoBase.COMM_FIXED,  # 固定手续费
        #percabs = True,                        # 这里用不到这个参数，当commtype是COMM_PERC时表示commission按照0.xx还是0.xx%计算
        automargin = 0.05,                      # 保证金10%
        mult = 10,                              # 豆粕一手10吨
        #stocklike = False,                      # 不是stock，而是futures
    )

when executing self.buy(), log is:

2019-03-19T13:00:02.403001 BUY EXECUTED, Price: 2608.00, Cost: 130.40, Comm 1.12

should not it cost 2608 * 10 * 0.05=1304.0 but not 130.40 ?

backtrader

The multiplier affects your winnings and losses and not the needed margin.

See Docs - Commission Schemes