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.

示例

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

class backtrader.commissions.CommInfo

基类：CommInfoBase

Base commission scheme with percentage-based commission.

class backtrader.commissions.CommInfoFutures

基类：CommInfoBase

Futures commission scheme.

params = (('stocklike', False),)

class backtrader.commissions.CommInfoFuturesPerc

基类：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

基类：CommInfoFutures

Futures commission scheme with fixed per-contract commission.

Commission is a fixed amount per contract traded.

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

class backtrader.commissions.CommInfoStocks

基类：CommInfoBase

Stock commission scheme with stock-like asset behavior.

Uses stock-like margin and position handling.

params = (('stocklike', True),)

class backtrader.commissions.CommInfoStocksPerc

基类：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

基类：CommInfoStocks

Stock commission scheme with fixed per-share commission.

Commission is a fixed amount per share traded.

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

class backtrader.commissions.CtpOptionPremium

基类：CommInfoBase

Commission and value rules for explicit premium-style CTP options.

stocklike

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

commtype

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

percabs

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

premium_style

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

option_type

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

open_commission_by_money

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

open_commission_by_volume

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

close_commission_by_money

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

close_commission_by_volume

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

close_today_commission_by_money

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

close_today_commission_by_volume

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

close_yesterday_commission_by_money

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

close_yesterday_commission_by_volume

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

seller_margin_evidence

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

evidence_scope

Advanced parameter descriptor with type checking and validation.

This descriptor replaces the metaclass-based parameter system with a more modern and maintainable approach. It provides:

• Automatic type checking and conversion

• Value validation

• Default value handling

• Documentation support

• Python 3.6+ __set_name__ support

__init__(**kwargs)

Initialize CommInfo object

property seller_margin_source_kind: str | None

property seller_margin_is_synthetic: bool

validate_seller_margin_evidence(*, now=None)

参数:

now (datetime | None)

返回类型:

dict[str, Any]

seller_margin_status()

返回类型:

str

getoperationcost(size, price, is_buy=None, *, side=None, role='open')

Return premium cost or an approved opening seller margin.

getpremiumvalue(size, price)

Return the premium transaction value for any execution side.

Opening short risk uses a separately sourced margin value in getoperationcost(). A broker fill's executed value is always the traded premium, regardless of whether that fill opens or closes a long or short position.

getsize(price, cash)

Return buyer quantity using premium plus the complete open fee.

getvaluesize(size, price)

Return signed option position value at a mark price.

getvalue(position, price)

Return signed position value; shorts remain negative.

profitandloss(size, price, newprice)

Return linear signed option PnL.

cashadjust(size, price, newprice)

Premium-style options settle through execution; no mark cash flow.

get_margin(price)

Return only an explicitly sourced seller margin per contract.

accounting_projection(size, price, *, is_buy=True, role='open')

Return a reviewable single-leg projection without changing cash.

返回类型:

dict[str, Any]

backtrader.commissions.ComminfoCtpOptionPremium

CtpOptionPremium 的别名

backtrader.commissions.CtpOptionComminfo

CtpOptionPremium 的别名

class backtrader.commissions.CtpOptionSellerMarginEvidence

基类：object

Typed form of one account-bound seller margin observation.

source_kind='synthetic' is intentionally supported for offline contract tests only. It is retained as provenance and is never inferred from the futures FixedMargin/MiniMargin/Royalty fields.

account_fingerprint: str

trading_day: str

connection_generation: int

instrument_id: str

exchange_id: str

hedge_flag: str

currency: str

price_basis: Any

expiry: Any

source_hash: str

expires_at_utc: Any

total_margin: float

quantity: float = 1.0

source_kind: str = 'sdk'

as_mapping()

Return a plain mapping suitable for validation and serialization.

返回类型:

dict[str, Any]

__init__(account_fingerprint, trading_day, connection_generation, instrument_id, exchange_id, hedge_flag, currency, price_basis, expiry, source_hash, expires_at_utc, total_margin, quantity=1.0, source_kind='sdk')

参数:

• account_fingerprint (str)

• trading_day (str)

• connection_generation (int)

• instrument_id (str)

• exchange_id (str)

• hedge_flag (str)

• currency (str)

• price_basis (Any)

• expiry (Any)

• source_hash (str)

• expires_at_utc (Any)

• total_margin (float)

• quantity (float)

• source_kind (str)

返回类型:

None

exception backtrader.commissions.OptionAccountingError

基类：ValueError

Raised when option cost or evidence cannot be established safely.

__init__(code, message=None)

参数:

• code (str)

• message (str | None)

backtrader.commissions.validate_seller_margin_evidence(evidence, *, expected_scope=None, now=None)

Validate and normalize an account-bound seller margin observation.

参数:

• evidence (Mapping[str, Any] | CtpOptionSellerMarginEvidence | None)

• expected_scope (Mapping[str, Any] | None)

• now (datetime | None)

返回类型:

dict[str, Any]

Submodules

• backtrader.commissions.dc_commission module