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Commission constraints for rebates #300

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Merged
merged 3 commits into from
Apr 5, 2021
Merged

Commission constraints for rebates #300

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e6a643e
commission constraints for rebates
muhrifqii Apr 4, 2021
1114e09
linter warning fix
muhrifqii Apr 4, 2021
7d907c6
assert linter warning
muhrifqii Apr 4, 2021
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3 changes: 2 additions & 1 deletion backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -664,7 +664,8 @@ class _Broker:
def __init__(self, *, data, cash, commission, margin,
trade_on_close, hedging, exclusive_orders, index):
assert 0 < cash, f"cash should be >0, is {cash}"
assert 0 <= commission < .1, f"commission should be between 0-10%, is {commission}"
assert -.1 <= commission < .1, (f"commission should be between -10% "
"(e.g. market-maker's rebates) and 10% (fees), is {commission}")
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This string literal should be the f-string. It's what's tripping the CI.

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yeah I put on the wrong position, sorry for polluting commit history. It should be squashed 😄

assert 0 < margin <= 1, f"margin should be between 0 and 1, is {margin}"
self._data: _Data = data
self._cash = cash
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