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quantopian / zipline

Zipline, a Pythonic Algorithmic Trading Library
https://www.zipline.io
Apache License 2.0
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Error in 'transactions' column of algo results #2181

Open gansaihua opened 6 years ago

gansaihua commented 6 years ago

In transactions column from algo results, commission is always 'None' price doesn't include commission

ayxemma commented 6 years ago

i guess it's because they can't calculate commission for each trade, i read a post in quantopian forum, one member says the way to calculate trading cost is to run two algorithms, one with trading cost and one without and subtract to see the difference. there's another post https://www.quantopian.com/posts/tracking-backtest-commissions that tracks costs, but i tried in my zipline ( daily data) does not work, since order is filled at next day.

mstaniak commented 5 years ago

I'm experiencing the same issue, is it because of an error in my code or are the point made by @ayxemma still valid?