BpsTradeValueCommissionModel¶
-
class
qf_lib.backtesting.execution_handler.commission_models.bps_trade_value_commission_model.
BpsTradeValueCommissionModel
(commission: float)[source]¶ Bases:
qf_lib.backtesting.execution_handler.commission_models.commission_model.CommissionModel
Commission model which uses fixed bps rate for trade value. For example always 2pbs of the $ value ot the trade.
- Parameters
commission – commission expressed in a basis points. (e.g. 2.0 denotes 2 pbs of trade value).