# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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#
# http://www.apache.org/licenses/LICENSE-2.0
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from qf_lib.backtesting.execution_handler.commission_models.commission_model import CommissionModel
[docs]class FixedCommissionModel(CommissionModel):
"""
Naive commission model which always charges the same commission.
Parameters
----------
commission
commission expressed in a currency of a traded asset (e.g. 1.0 could denote 1.0 USD).
"""
def __init__(self, commission: float):
self.commission = commission
def calculate_commission(self, fill_quantity: float, fill_price: float) -> float:
return self.commission