Skip to content

TradeCommissions Classes

These classes define how trade costs are calculated. Trade commissions are applied to each trade, affecting the overall profit or loss.

The TradeCommissions class is an abstract base class, and its subclasses define specific commission structures.

class TradeCommissions(ABC):

    def __init__(self, value: float):
        self.value = value

    @abstractmethod
    def get_commission(self, invested: float, contracts: float) -> float:
        pass

    def to_dict(self):
        return {'value': self.value}

Methods:

  • get_commission(invested: float, contracts: float) -> float:
    Calculates the commission based on the invested amount and number of contracts. Returns the commission amount.
  • to_dict():
    Serializes the commission object into a dictionary for testing purposes.

MoneyCommissions

Fixed commission per trade in dollars.

MoneyCommissions(value: float)
  • value (float): Flat dollar amount commission per trade.

Example Usage

Strategy(
    ...
    trade_commissions = MoneyCommissions(5.0)
)

This configures the strategy to apply a $5 commission for each trade executed.

PercentageCommissions

Commission based on a percentage of the trade's value.

PercentageCommissions(value: float)
  • value (float): Commission percentage.

Example Usage

Strategy(
    ...
    trade_commissions = PercentageCommissions(0.1)
)

This configures the strategy to apply a 0.1% commission on the value of each trade executed.