Commission constraints for rebates #300
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kernc
reviewed
Apr 4, 2021
backtesting/backtesting.py
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| @@ -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 😄
|
Thanks for taking the time to patch this. Hope it serves you well. |
Benouare
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to Benouare/backtesting.py
that referenced
this pull request
Jun 21, 2021
* commission constraints for rebates * linter warning fix * assert linter warning
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Fixes #248