Defined the same commission model as with equities for now. We need to fix the data precision in the bundles.

2026-08-11 05:42:18 +08:00 · 2017-09-21 01:17:10 -04:00
parent 10a5b5412e
commit 7335810cc2
3 changed files with 26 additions and 1 deletions
@@ -1135,7 +1135,7 @@ class TradingAlgorithm(object):
                          'date_rule. You should use keyword argument '
                          'time_rule= when calling schedule_function without '
                          'specifying a date_rule', stacklevel=3)
-        
+
        freq = self.sim_params.data_frequency

        date_rule = date_rule or date_rules.every_day()