https://github.com/QuantConnect/Lean/issues/106
I want to add a new market,,eg.,Chinese stock market. The above post says is easy, it says:
Adding a market should be fairly simple. You'll need to add the correct data to the /Data/market-hours/market-hours-database.csv file and optionally provide a 'holidays-brazil.csv' holidays file. After that, you'll need some raw data for backtesting in the /Data/equity/brazil/ and/or /Data/forex/brazil/ folders, then you can specify to use that market via the AddSecurity method that accepts a market.
Is that all to add a new market? it doesnt tell me where to set transaction fee and slipage. Is there a step by step guide telling how to add a new market?
https://github.com/QuantConnect/Lean/issues/106 I want to add a new market,,eg.,Chinese stock market. The above post says is easy, it says: Adding a market should be fairly simple. You'll need to add the correct data to the /Data/market-hours/market-hours-database.csv file and optionally provide a 'holidays-brazil.csv' holidays file. After that, you'll need some raw data for backtesting in the /Data/equity/brazil/ and/or /Data/forex/brazil/ folders, then you can specify to use that market via the AddSecurity method that accepts a market.
Is that all to add a new market? it doesnt tell me where to set transaction fee and slipage. Is there a step by step guide telling how to add a new market?