'i-tddlmZmZmZmZddlZddlmZddlm Z Gddee Z Gdd e Z y) )absolute_importdivisionprint_functionunicode_literalsN)with_metaclass) MetaParamsceZdZdZed\ZZdZfdZe dZ e dZ dZ dZ d Zd Zd Zd Zd ZdZdZdZdZdZdZxZS) CommInfoBaseaY Base Class for the Commission Schemes. Params: - ``commission`` (def: ``0.0``): base commission value in percentage or monetary units - ``mult`` (def ``1.0``): multiplier applied to the asset for value/profit - ``margin`` (def: ``None``): amount of monetary units needed to open/hold an operation. It only applies if the final ``_stocklike`` attribute in the class is set to ``False`` - ``automargin`` (def: ``False``): Used by the method ``get_margin`` to automatically calculate the margin/guarantees needed with the following policy - Use param ``margin`` if param ``automargin`` evaluates to ``False`` - Use param ``mult`` * ``price`` if ``automargin < 0`` - Use param ``automargin`` * ``price`` if ``automargin > 0`` - ``commtype`` (def: ``None``): Supported values are ``CommInfoBase.COMM_PERC`` (commission to be understood as %) and ``CommInfoBase.COMM_FIXED`` (commission to be understood as monetary units) The default value of ``None`` is a supported value to retain compatibility with the legacy ``CommissionInfo`` object. If ``commtype`` is set to None, then the following applies: - ``margin`` is ``None``: Internal ``_commtype`` is set to ``COMM_PERC`` and ``_stocklike`` is set to ``True`` (Operating %-wise with Stocks) - ``margin`` is not ``None``: ``_commtype`` set to ``COMM_FIXED`` and ``_stocklike`` set to ``False`` (Operating with fixed rount-trip commission with Futures) If this param is set to something else than ``None``, then it will be passed to the internal ``_commtype`` attribute and the same will be done with the param ``stocklike`` and the internal attribute ``_stocklike`` - ``stocklike`` (def: ``False``): Indicates if the instrument is Stock-like or Futures-like (see the ``commtype`` discussion above) - ``percabs`` (def: ``False``): when ``commtype`` is set to COMM_PERC, whether the parameter ``commission`` has to be understood as XX% or 0.XX If this param is ``True``: 0.XX If this param is ``False``: XX% - ``interest`` (def: ``0.0``) If this is non-zero, this is the yearly interest charged for holding a short selling position. This is mostly meant for stock short-selling The formula: ``days * price * abs(size) * (interest / 365)`` It must be specified in absolute terms: 0.05 -> 5% .. note:: the behavior can be changed by overriding the method: ``_get_credit_interest`` - ``interest_long`` (def: ``False``) Some products like ETFs get charged on interest for short and long positions. If ths is ``True`` and ``interest`` is non-zero the interest will be charged on both directions - ``leverage`` (def: ``1.0``) Amount of leverage for the asset with regards to the needed cash Attributes: - ``_stocklike``: Final value to use for Stock-like/Futures-like behavior - ``_commtype``: Final value to use for PERC vs FIXED commissions This two are used internally instead of the declared params to enable the compatibility check described above for the legacy ``CommissionInfo`` object ) ) commission)mult?)marginN)commtypeN) stocklikeF)percabsF)interestr) interest_longF)leverager) automarginFcztt| |jj|_|jj |_|jG|jjrd|_|j|_nd|_|j|_|j s'|jjsd|j_|j|jk(r5|jjs|jxjdzc_ |jjdz |_y)NFTrgY@gv@)superr __init__pr _stockliker _commtyper COMM_FIXED COMM_PERCrr r _creditrate)self __class__s Q/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/comminfo.pyrzCommInfoBase.__init__s lD*,&&** >> !vv}}"'!%"&!%tvv}}DFFM >>T^^ +DFFNN FF   & 66??U2c.|jjSN)rrr"s r$rzCommInfoBase.marginsvv}}r%c|jSr')rr(s r$rzCommInfoBase.stocklikes r%c|jjs|jjS|jjdkr||jjzS||jjzS)avReturns the actual margin/guarantees needed for a single item of the asset at the given price. The default implementation has this policy: - Use param ``margin`` if param ``automargin`` evaluates to ``False`` - Use param ``mult`` * ``price`` if ``automargin < 0`` - Use param ``automargin`` * ``price`` if ``automargin > 0`` r)rrrr)r"prices r$ get_marginzCommInfoBase.get_marginsYvv  66== VV   "466;;& &tvv((((r%c.|jjS)z?Returns the level of leverage allowed for this comission scheme)rrr(s r$ get_leveragezCommInfoBase.get_leveragesvvr%c|js4t|jj||j |zzSt|jj||zzS)zAReturns the needed size to meet a cash operation at a given price)rintrrr,)r"r+cashs r$getsizezCommInfoBase.getsizesKtvv$$//%2H*HIJ J466??dem455r%cp|jst||j|zSt||zS)z9Returns the needed amount of cash an operation would costrabsr,r"sizer+s r$getoperationcostzCommInfoBase.getoperationcosts0t9tu55 54y5  r%c^|jst||j|zS||zS)ziReturns the value of size for given a price. For future-like objects it is fixed at size * marginr4r6s r$ getvaluesizezCommInfoBase.getvaluesizes-t9tu55 5e|r%c|js't|j|j|zS|j}|dk\r||zS|j|z}||j|z |zz }|S)zkReturns the value of a position given a price. For future-like objects it is fixed at size * marginr)rr5r7r,r+)r"positionr+r7values r$getvaluezCommInfoBase.getvaluesox}}%(>> >}} 19%< % (..5(D00 r%c|j|jk(r%t||jjz|zSt||jjzS)zCalculates the commission of an operation at a given price pseudoexec: if True the operation has not yet been executed )rr r5rr )r"r7r+ pseudoexecs r$_getcommissionzCommInfoBase._getcommissionsK >>T^^ +t9tvv00058 84y466,,,,r%c*|j||dS)zCCalculates the commission of an operation at a given price Tr@rAr6s r$ getcommissionzCommInfoBase.getcommissions""44"@@r%c*|j||dS)NFrCrDr6s r$ confirmexeczCommInfoBase.confirmexecs""45"AAr%c@|||z z|jjzS)z,Return actual profit and loss a position has)rrr"r7r+newprices r$ profitandlosszCommInfoBase.profitandlosssx%'(466;;66r%cZ|js|||z z|jjzSy)z7Calculates cash adjustment for a given price differencer)rrrrIs r$ cashadjustzCommInfoBase.cashadjusts)8e+,tvv{{: :r%c|j|j}}|dkDr|jjsy|j }|j j }||kry|j |||||z j||S)z?Calculates the credit due for short selling or product specificrr)r7r+rrdatedatetime_get_credit_interestdays)r"dataposdtr7r+dt0dt1s r$get_credit_interestz CommInfoBase.get_credit_interests|hh e !8DFF00ggill! #:((tU*-))9)93E Er%c>||jzt|z|zS)a This method returns the cost in terms of credit interest charged by the broker. In the case of ``size > 0`` this method will only be called if the parameter to the class ``interest_long`` is ``True`` The formulat for the calculation of the credit interest rate is: The formula: ``days * price * abs(size) * (interest / 365)`` Params: - ``data``: data feed for which interest is charged - ``size``: current position size. > 0 for long positions and < 0 for short positions (this parameter will not be ``0``) - ``price``: current position price - ``days``: number of days elapsed since last credit calculation (this is (dt0 - dt1).days) - ``dt0``: (datetime.datetime) current datetime - ``dt1``: (datetime.datetime) datetime of previous calculation ``dt0`` and ``dt1`` are not used in the default implementation and are provided as extra input for overridden methods )r!r5)r"rSr7r+rRrVrWs r$rQz!CommInfoBase._get_credit_interests#>d&&&T2U::r%)__name__ __module__ __qualname____doc__ranger rparamsrpropertyrrr,r.r2r8r:r>rArErGrKrMrXrQ __classcell__)r#s@r$r r sWr"!HIz F38)$ 6! -A B7E ;r%r ceZdZdZdZy)CommissionInfoa+Base Class for the actual Commission Schemes. CommInfoBase was created to keep suppor for the original, incomplete, support provided by *backtrader*. New commission schemes derive from this class which subclasses ``CommInfoBase``. The default value of ``percabs`` is also changed to ``True`` Params: - ``percabs`` (def: True): when ``commtype`` is set to COMM_PERC, whether the parameter ``commission`` has to be understood as XX% or 0.XX If this param is True: 0.XX If this param is False: XX% ))rTN)rZr[r\r]r_r%r$rcrc4s"Fr%rc) __future__rrrrrP utils.py3rmetabaser r rcrdr%r$rhs:***% S;>*-S;l\r%