backtrader.commissions 源代码

#!/usr/bin/env python
"""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)
"""

from ..comminfo import CommInfoBase




class CommInfo(CommInfoBase):
    """Base commission scheme with percentage-based commission."""

    pass  # clone of CommissionInfo but with xx% instead of 0.xx





class CommInfoFutures(CommInfoBase):
    """Futures commission scheme."""

    params = (("stocklike", False),)





class CommInfoFuturesPerc(CommInfoFutures):
    """Futures commission scheme with percentage-based commission.

    Commission is calculated as a percentage of the trading volume.
    """

    params = (("commtype", CommInfoBase.COMM_PERC),)





class CommInfoFuturesFixed(CommInfoFutures):
    """Futures commission scheme with fixed per-contract commission.

    Commission is a fixed amount per contract traded.
    """

    params = (("commtype", CommInfoBase.COMM_FIXED),)





class CommInfoStocks(CommInfoBase):
    """Stock commission scheme with stock-like asset behavior.

    Uses stock-like margin and position handling.
    """

    params = (("stocklike", True),)





class CommInfoStocksPerc(CommInfoStocks):
    """Stock commission scheme with percentage-based commission.

    Commission is calculated as a percentage of the trading volume.
    """

    params = (("commtype", CommInfoBase.COMM_PERC),)





class CommInfoStocksFixed(CommInfoStocks):
    """Stock commission scheme with fixed per-share commission.

    Commission is a fixed amount per share traded.
    """

    params = (("commtype", CommInfoBase.COMM_FIXED),)