wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-27 11:20:45 +08:00
Code Issues Packages Projects Releases Wiki Activity

ENH: Added commission model PerDollar

Browse Source 
Commissions will be calculated based on total dollar traded.
This commit is contained in:
stanh
2013-11-15 11:49:58 -05:00
committed by Thomas Wiecki
parent 395ce67c53
commit 1f1be35734
3 changed files with 31 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/algorithm.py
+2 -2
View File
@@ -38,7 +38,7 @@ from zipline.finance.slippage import (
SlippageModel,
transact_partial
)
from zipline.finance.commission import PerShare, PerTrade
from zipline.finance.commission import PerShare, PerTrade, PerDollar
from zipline.finance.blotter import Blotter
from zipline.finance.constants import ANNUALIZER
from zipline.finance import trading
@@ -419,7 +419,7 @@ class TradingAlgorithm(object):
self.slippage = slippage
def set_commission(self, commission):
if not isinstance(commission, (PerShare, PerTrade)):
if not isinstance(commission, (PerShare, PerTrade, PerDollar)):
raise UnsupportedCommissionModel()
if self.initialized: