fix negative comms

4 years ago · 7585d54eb0
parent 4d481aabfb
commit 7585d54eb0
1 changed files with 1 additions and 1 deletions
--- a/strategies.py
+++ b/strategies.py
@ -43,7 +43,7 @@ class PercentageCommisionScheme(bt.CommInfoBase):
    )

    def _getcommission(self, size, price, pseudoexec):
-        return size * price * self.p.commission + 4  # 290rub/month
+        return abs(size * price * self.p.commission) + 4  # 290rub/month


 class Investing(bt.Strategy):