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braverock / quantstrat

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Rollover fees #134

Open VitoFanelli opened 3 years ago

VitoFanelli commented 3 years ago

Is it possible to create a fee function to add rollover fees? For example I want to impute -0.05 (fee) to every day I hold position opened. So if my position is opened for X days I will pay X*0.05 fee.

Thanks