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TST:adds algo unittest for ClOSE_POSITON event type, adds commission as parameter to TestAlgorithm
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@@ -108,7 +108,8 @@ class TestAlgorithm(TradingAlgorithm):
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amount,
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order_count,
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sid_filter=None,
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slippage=None):
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slippage=None,
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commission=None):
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self.count = order_count
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self.sid = sid
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self.amount = amount
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@@ -122,6 +123,9 @@ class TestAlgorithm(TradingAlgorithm):
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if slippage is not None:
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self.set_slippage(slippage)
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if commission is not None:
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self.set_commission(commission)
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def handle_data(self, data):
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# place an order for amount shares of sid
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if self.incr < self.count:
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