edtechre / pybroker

Algorithmic Trading in Python with Machine Learning

Home Page:https://www.pybroker.com

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Support custom fee structure

edtechre opened this issue · comments

Add support for custom fee calculations by introducing a FeeStructure ABC that can be set on a Strategy instance.

@albertandking This can be used to support fees on a Chinese exchange.

@albertandking This can be used to support fees on a Chinese exchange.

yes,it's a good idea, I will try to make it

I added support for setting StrategyConfig.fee_mode to a Callable that handles the custom fee calculation. See fee_mode.

Committed to dev branch and targeted for v1.1.31 release.