backtrader.commissions package

Commission Schemes Module - Predefined commission configurations.

This module provides pre-configured commission schemes for common trading instruments like stocks and futures. These schemes extend the base CommInfoBase with default parameters.

Classes:

CommInfo: Base commission scheme with percentage-based commission. CommInfoFutures: Futures commission scheme. CommInfoFuturesPerc: Futures with percentage commission. CommInfoFuturesFixed: Futures with fixed commission. CommInfoStocks: Stock commission scheme. CommInfoStocksPerc: Stocks with percentage commission. CommInfoStocksFixed: Stocks with fixed commission.

Example

Setting commission scheme: >>> cerebro = bt.Cerebro() >>> comminfo = bt.commissions.CommInfoStocks(commission=0.001) >>> cerebro.broker.addcommissioninfo(cominfo)

class backtrader.commissions.CommInfo[source]

Bases: CommInfoBase

Base commission scheme with percentage-based commission.

class backtrader.commissions.CommInfoFutures[source]

Bases: CommInfoBase

Futures commission scheme.

params = (('stocklike', False),)
class backtrader.commissions.CommInfoFuturesPerc[source]

Bases: CommInfoFutures

Futures commission scheme with percentage-based commission.

Commission is calculated as a percentage of the trading volume.

params = (('commtype', 0),)
class backtrader.commissions.CommInfoFuturesFixed[source]

Bases: CommInfoFutures

Futures commission scheme with fixed per-contract commission.

Commission is a fixed amount per contract traded.

params = (('commtype', 1),)
class backtrader.commissions.CommInfoStocks[source]

Bases: CommInfoBase

Stock commission scheme with stock-like asset behavior.

Uses stock-like margin and position handling.

params = (('stocklike', True),)
class backtrader.commissions.CommInfoStocksPerc[source]

Bases: CommInfoStocks

Stock commission scheme with percentage-based commission.

Commission is calculated as a percentage of the trading volume.

params = (('commtype', 0),)
class backtrader.commissions.CommInfoStocksFixed[source]

Bases: CommInfoStocks

Stock commission scheme with fixed per-share commission.

Commission is a fixed amount per share traded.

params = (('commtype', 1),)

Submodules