vsaveris / trading-technical-indicators

Trading Technical Indicators python library
https://www.trading-technical-indicators.org/
MIT License
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Remove commission argument from the runSimulation method of the tti.indicators package #10

Closed vsaveris closed 3 years ago

vsaveris commented 3 years ago

runSimulation method currently has an input argument called commission: commission (float, default=0.0): Commission for each transaction.

The runSimulation method is used for evaluating trading signals initiated by the indicators, for a specific stock data.

commission argument is not needed for the specific purpose since can provide misleading results about the indicator, so it will be removed. The only arguments will remain in the method are:

    close_values (pandas.DataFrame): The close prices of the stock, for
        the whole simulation period. Index is of type DateTimeIndex
        with same values as the input to the indicator data. It
        contains one column close.

    max_items_per_transaction (int, default=1): The maximum number of
        stocks to be traded on each open_long or open_short
        transaction.

    max_investment(float, default=None): Maximum investment for all the
        opened positions (short and long). If the sum of all
        the opened positions reached the maximum investment, then it is
        not allowed to open a new position. A new position can be
        opened when some balance becomes available from a position
        close. If set to  None, then there is no upper limit for the opened
        positions.
vsaveris commented 3 years ago

Development is done, testing and regression testing will be followed up in the issues #5 and #6.