Trading Fee

class entities.trading_fee.TradingFee(flat_fee=0, percent_fee=0, maker=True, taker=True)

Bases: object

TradingFee class. Used to define the trading fees for a broker in a strategy/backtesting.

Parameters

• flat_fee (Decimal, float, or None) – Flat fee to pay for each order. This is a fixed fee that is paid for each order in the quote currency.

• percentage_fee (Decimal, float, or None) – Percentage fee to pay for each order. This is a percentage of the order value that is paid for each order in the quote currency.

• maker (bool) – Whether this fee is a maker fee (applies to limit orders). Default is True, which means that this fee will be used on limit orders.

• taker (bool) – Whether this fee is a taker fee (applies to market orders). Default is True, which means that this fee will be used on market orders.

Example

>>> trading_fee_1 = TradingFee(flat_fee=5) # $5 flat fee
>>> trading_fee_2 = TradingFee(percent_fee=0.01) # 1% fee
>>> backtesting_start = datetime(2022, 1, 1)
>>> backtesting_end = datetime(2022, 6, 1)
>>> result = MyStrategy.backtest(
>>>     YahooDataBacktesting,
>>>     backtesting_start,
>>>     backtesting_end,
>>>     buy_trading_fees=[trading_fee_1, trading_fee_2],
>>> )

flat_fee: decimal.Decimal = 0

maker: bool = False

percent_fee: decimal.Decimal = 0

taker: bool = False