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Add % commission to the fractional size class
Tornar Yang last edited by
I have added the CommInfoFractional class to allow factional size but it overwrite my previous configuraiton of a % commission. How can I add a % commission to it?
class CommInfoFractional(bt.CommissionInfo): def getsize(self, price, cash): '''Returns fractional size for cash operation @price''' return self.p.leverage * (cash / price) cerebro.broker.addcommissioninfo(CommInfoFractional)
Andrew Rosca last edited by
Pass any additional commission information as constructor parameters