不久前，委員會計劃的實施進行了重新設計。最重要的是：涉及的部分返工：
-
保留原始的傭金資訊類和行為
-
打開大門，輕鬆創建使用者定義的傭金
-
將格式 xx% 作為新傭金方案的預設值，而不是 0.xx（只是一個品味問題），保持行為可配置
擴展委員會概述了基本要素。
注意
請參閱下面的文件字串CommInfoBase ，以獲取參數參考
定義傭金計劃
它涉及1或2個步驟
-
子類
CommInfoBase只需更改預設參數可能就足夠了。
backtrader已經使用模組backtrader.commissions中存在的一些定義來執行此操作。期貨的常規行業標準是每份合約和每輪的固定金額。該定義可以按如下方式完成：class CommInfo_Futures_Fixed(CommInfoBase): params = ( ('stocklike', False), ('commtype', CommInfoBase.COMM_FIXED), )對於股票和perc明智的傭金：
class CommInfo_Stocks_Perc(CommInfoBase): params = ( ('stocklike', True), ('commtype', CommInfoBase.COMM_PERC), )如上所述，此處百分比（作為參數
commission傳遞）的解釋的預設值為： xx%。如果舊的/其他的行為被期望 0.xx，它可以很容易地完成：class CommInfo_Stocks_PercAbs(CommInfoBase): params = ( ('stocklike', True), ('commtype', CommInfoBase.COMM_PERC), ('percabs', True), ) -
重寫（如果需要）
_getcommission方法定義為：
def _getcommission(self, size, price, pseudoexec): '''Calculates the commission of an operation at a given price pseudoexec: if True the operation has not yet been executed '''
更多細節，請參閱下面的實際範例
如何將其應用於平臺
一旦子CommInfoBase 類就位，訣竅就是使用 broker.addcommissioninfo 而不是通常 broker.setcommission的 。後者將在內部使用遺留 CommissionInfoObject。
比說的更容易做到：
... comminfo = CommInfo_Stocks_PercAbs(commission=0.005) # 0.5% cerebro.broker.addcommissioninfo(comminfo)
該addcommissioninfo 方法定義如下：
def addcommissioninfo(self, comminfo, name=None):
self.comminfo[name] = comminfo
設置name 意味著該 comminfo 物件將僅應用於具有該名稱的資源。預設值 表示 None 它適用於系統中的所有資產。
一個實際的例子
票證#45 詢問適用於期貨的傭金計劃，是百分比明智的，並使用整個合約“虛擬”價值的傭金百分比。即：在傭金計算中包括未來乘數。
這應該很容易：
import backtrader as bt
class CommInfo_Fut_Perc_Mult(bt.CommInfoBase):
params = (
('stocklike', False), # Futures
('commtype', bt.CommInfoBase.COMM_PERC), # Apply % Commission
# ('percabs', False), # pass perc as xx% which is the default
)
def _getcommission(self, size, price, pseudoexec):
return size * price * self.p.commission * self.p.mult
將放入系統：
comminfo = CommInfo_Fut_Perc_Mult(
commission=0.1, # 0.1%
mult=10,
margin=2000 # Margin is needed for futures-like instruments
)
cerebro.broker.addcommission(comminfo)
如果首選格式0.xx 作為預設值，只需將 param percabs 設定為 True：
class CommInfo_Fut_Perc_Mult(bt.CommInfoBase):
params = (
('stocklike', False), # Futures
('commtype', bt.CommInfoBase.COMM_PERC), # Apply % Commission
('percabs', True), # pass perc as 0.xx
)
comminfo = CommInfo_Fut_Perc_Mult(
commission=0.001, # 0.1%
mult=10,
margin=2000 # Margin is needed for futures-like instruments
)
cerebro.broker.addcommissioninfo(comminfo)
這一切都應該可以解決問題。
解釋pseudoexec
讓我們回想一下以下定義_getcommission：
def _getcommission(self, size, price, pseudoexec):
'''Calculates the commission of an operation at a given price
pseudoexec: if True the operation has not yet been executed
'''
arg的目的pseudoexec 可能看起來很晦澀難懂，但它有一個目的。
-
平臺可能會調用此方法對可用現金和其他一些任務進行預計算
-
這意味著該方法可以（實際上也會）使用相同的參數多次調用。
pseudoexec 指示調用是否對應於訂單的實際執行。雖然乍一看這似乎並不「相關」，但如果考慮以下情況：
-
一旦協商的合約金額超過5000單位，經紀人提供50%的期貨往返傭金折扣
在這種情況下，如果
pseudoexec不存在，則對方法的多個非執行調用將很快觸發折扣已到位的假設。
將方案付諸實踐：
import backtrader as bt
class CommInfo_Fut_Discount(bt.CommInfoBase):
params = (
('stocklike', False), # Futures
('commtype', bt.CommInfoBase.COMM_FIXED), # Apply Commission
# Custom params for the discount
('discount_volume', 5000), # minimum contracts to achieve discount
('discount_perc', 50.0), # 50.0% discount
)
negotiated_volume = 0 # attribute to keep track of the actual volume
def _getcommission(self, size, price, pseudoexec):
if self.negotiated_volume > self.p.discount_volume:
actual_discount = self.p.discount_perc / 100.0
else:
actual_discount = 0.0
commission = self.p.commission * (1.0 - actual_discount)
commvalue = size * price * commission
if not pseudoexec:
# keep track of actual real executed size for future discounts
self.negotiated_volume += size
return commvalue
希望現在的目的和存在pseudoexec 是明確的。
CommInfoBase docstring and params
在這裡：
class CommInfoBase(with_metaclass(MetaParams)):
'''Base Class for the Commission Schemes.
Params:
- commission (def: 0.0): base commission value in percentage or monetary
units
- mult (def 1.0): multiplier applied to the asset for value/profit
- margin (def: None): amount of monetary units needed to open/hold an
operation. It only applies if the final ``_stocklike`` attribute in the
class is set to False
- commtype (def: None): Supported values are CommInfoBase.COMM_PERC
(commission to be understood as %) and CommInfoBase.COMM_FIXED
(commission to be understood as monetary units)
The default value of ``None`` is a supported value to retain
compatibility with the legacy ``CommissionInfo`` object. If
``commtype`` is set to None, then the following applies:
- margin is None: Internal _commtype is set to COMM_PERC and
_stocklike is set to True (Operating %-wise with Stocks)
- margin is not None: _commtype set to COMM_FIXED and _stocklike set
to False (Operating with fixed rount-trip commission with Futures)
If this param is set to something else than None, then it will be
passed to the internal ``_commtype`` attribute and the same will be
done with the param ``stocklike`` and the internal attribute
``_stocklike``
- stocklike (def: False): Indicates if the instrument is Stock-like or
Futures-like (see the ``commtype`` discussion above)
- percabs (def: False): when ``commtype`` is set to COMM_PERC, whether
the parameter ``commission`` has to be understood as XX% or 0.XX
If this param is True: 0.XX
If this param is False: XX%
Attributes:
- _stocklike: Final value to use for Stock-like/Futures-like behavior
- _commtype: Final value to use for PERC vs FIXED commissions
This two are used internally instead of the declared params to enable the
compatibility check described above for the legacy ``CommissionInfo``
object
'''
COMM_PERC, COMM_FIXED = range(2)
params = (
('commission', 0.0), ('mult', 1.0), ('margin', None),
('commtype', None),
('stocklike', False),
('percabs', False),
)