/CommissionManager

Primary LanguagePythonMIT LicenseMIT

CommissionManager

Trading commissions can lower the profits earned on each trade, reducing the overall return on investment and discouraging traders from making smaller or frequent trades. While commissions are just one factor, they can significantly impact trading performance.

However, many traders neglect trading commissions when conducting their backtests, which can be a mistake - especially if their strategies target generating small profits. To be more precise and accurate, I created this module some time ago to manage and calculate the total trading costs by different product types and brokers, including futures and stock options.

The module uses .ini files to manage the commission scheme and supports both turnover-based and contract-based calculations.

I hope you find this module useful. Thank you!