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eleow / roboadvisorSystem

Robo-advisor
MIT License
38 stars 12 forks source link

Add Commission model for trading #7

Closed eleow closed 4 years ago

eleow commented 4 years ago

For more realistic trades, commission model needs to be added. Need to add commission models that are appropriate for the market that the 'universe' is based in

eleow commented 4 years ago

IB broker for US is the top stock broker in US. Typical commission for ETF is USD 0.005 per share, minimum per order USD 1.00 See IB broker.

Commission model added to algorithms.py for backtesting in https://github.com/eleow/roboadvisorSystem/commit/33fb45631caedab47f42d700ad0fe964fbd35773