Broker cash adjust delay

[exu]

Hi,
How could I simulate the following behavior in BT:

Once a position is closed (D+0) and there is profit, the broker will pay you only 3 days after, in D+3 (these are the rules in Brazil)

I need to incorporate this in my backtest. I guess it has to do with checksubmit, but how could I delay the cash adjust?

[Mariano Volpedo]

Hi,

Did you solve that? Im trying to backtest mutual funds and need to simulate this behavior, typycally the mutual funds admin spend 3/4 days to make a change here in latin america.

So I decided to implement this logic into any strategy code but open to recieve some feedback in order to have a better implementation. I´d rather to put this logic into cerebro/order management.

def nextstart(self):
    self.order= None
    self.diacambio = 0
    self.fondo="In"
    self.buy(self.data0)   
      
def __init__(self, **kwargs):  
    self.__dict__.update(kwargs)
    super().__init__()
    self.signal_buy = [False]
    self.signal_sell = [False]
    self.data0_emarapida = EMA(self.data0.close,period=self.p.emarapida,plotname="FastEMAPLOT", plot=False)
    self.data0_emalenta = EMA(self.data0.close,period=self.p.emalenta,plotname="SlowEMA", plot=False)
    self.crossoverEMA = CrossOver(self.data0_emalenta, self.data0_emarapida, plotname="CrossOver", plot=False)

def next(self):       
    self.diacambio = self.diacambio + 1
    
    if self.crossoverEMA[0] > 0 and self.fondo == "Out":
        self.signal_buy[0] = True
    if self.crossoverEMA[0] < 0 and self.fondo == "In":
        self.signal_sell[0] = True

    if self.diacambio >= self.p.delayed:
        if self.fondo == "Order Buy":
                    self.order=self.buy(data=self.data0) 
                    #self.log("BUY EXECUTED " + self.data0._name)
                    self.fondo ="In"
                    self.signal_buy[0] = False
                    return
        elif self.fondo == "Order Sell":
                    self.order=self.sell(data=self.data0) 
                    #self.log("SELL EXECUTED" + self.data0._name)
                    self.fondo ="Out"
                    self.signal_sell[0] = False
                    return

    if self.fondo == "Out":
            if self.signal_buy[0] == True :
                    self.log("BUY  " + self.data0._name)
                    self.fondo ="Order Buy"
                    self.diacambio = 0
                    return
    elif self.fondo == "In":
            if self.signal_sell[0] == True :
                    self.log("SELL " + self.data0._name)
                    self.fondo ="Order Sell"
                    self.diacambio = 0
                    return