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zhehaowang / sneaky

Feed and strategy for cross-venue Sneakers trading (Du, StockX).
GNU Lesser General Public License v3.0
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strategy: discrepancies in mid profit rate calc #42

Closed zhehaowang closed 4 years ago

zhehaowang commented 5 years ago

https://github.com/zhehaowang/sneaky/commit/2596c9b223c78a8bddf09a6f89a938508693ae51 introduced discrepancies in mid profit rate calc: the 30p marks in report and mid-price-percent in report have different treatment of du flat fees and shipping fees, presumably. We should unify these.

zhehaowang commented 4 years ago

StrategyV2 now uses its own Fees calc and this is obsolete. That said, we should add tests for Fees calc in StrategyV2.