ENH: Keep track of total commissions as attribute on Order

Value is summed from TRANSACTION and COMMISSION events. Defaults to None, meaning unset.
2026-09-12 12:12:04 +08:00 · 2013-11-01 17:23:50 -04:00
parent 4b023a852a
commit 2492feb938
3 changed files with 19 additions and 17 deletions
@@ -1209,7 +1209,8 @@ class TestPerformanceTracker(unittest.TestCase):
                                      amount=-25,
                                      dt=foo_event_1.dt,
                                      price=10.0,
-                                      commission=0.50)
+                                      commission=0.50,
+                                      order_id=order_event_1.id)
            benchmark_event_1 = Event({
                'dt': start_dt,
                'returns': 0.01,