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enzoampil / fastquant

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
MIT License
1.52k stars 239 forks source link

More realistic fees #356

Closed 0cv closed 3 years ago

0cv commented 3 years ago

commission is typically 0.075%, not 0.75% and that's a little misleading when doing backtesting without taking care of this default parameter

enzoampil commented 3 years ago

@0cv I agree this is more realistic! Actually, what if we set it at 0% instead, so that it's area agnostic, and people can just set it themselves, by setting the commission argument. I originally set it at 0.75% because trading fees from my home country were around that much.

What's your reference for 0.075%? What do you think of setting it to 0% instead? :smile:

Thanks so much for the contribution!

0cv commented 3 years ago

What's your reference for 0.075%?

Most popular crypto exchanges have that fee (hence confusing): Binance, Bybit, Bitmex all stand at 0.075%. The most expensive such as Coinbase are not even at 0.75%. I don't mind 0% 🤷

enzoampil commented 3 years ago

@0cv Got it, yes that makes sense!

Alright, can you change it to 0% then? Once done, I'm okay to merge :smile: