- class entities.trading_fee.TradingFee(flat_fee=0, percent_fee=0, maker=True, taker=True)¶
TradingFee class. Used to define the trading fees for a broker in a strategy/backtesting.
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.
>>> 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¶