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ENH: Add Backtest(spread=), change Backtest(commission=)

Open kernc opened this issue 2 years ago • 3 comments

commission= is now applied twice as common with brokers. spread= takes the role commission= had previously.

Fixes https://github.com/kernc/backtesting.py/issues/149 Fixes https://github.com/kernc/backtesting.py/issues/113 Closes https://github.com/kernc/backtesting.py/pull/662 Closes https://github.com/kernc/backtesting.py/issues/1006

kernc avatar Dec 13 '22 14:12 kernc

Looking forward to this one, it will enable this library to more accurately account for fees, especially with the commission tuple!

casper-hansen avatar Jan 25 '23 12:01 casper-hansen

@kernc when do you expect to merge this into the main branch and create a new release?

casper-hansen avatar Feb 07 '23 15:02 casper-hansen

Hi! First thanks @kernc thanks for building this project. I've been using it for a short while and it's awesome at what it does so far.

Is there any prognosis as to when this would be merged?

nohype avatar Dec 15 '23 05:12 nohype