BackTrader 7 : Broker

Broker Simulator

Supported order types -  the params are not controlled by the user

• Market : open price 에 거래 설정
• Close : close price 에 거래 설정
• Limit : given limit price 에 거래 설정
• Stop :  given stop price 에 거래 설정
• StopLimit :  given stop price 에 limit 거래 설정

Params

• cash (default: 10000) - starting cash
• commission (default: CommInfoBase(percabs=True)) -  base commission scheme
• checksubmit (default: True) - check margin/cash before order
• eosbar (default: False)
• filler (default: None) - A callable with signature: callable(order, price, ago)
  • order : the order in execution
  • price : the price at which the order is going to be executed
  • ago : index for ohlcv
• slip_perc (default: 0.0) - slip prices Percentage in absolute termns
  • 0.01 is 1%
  • 0.001 is 0.1%
• slip_fixed (default: 0.0) -  slip prices Percentage in units 
• slip_open (default: False) -  slip prices for order execution used the opening price of the next bar
• slip_match (default: True)  
  • True - broker will offer a match by capping slippage at high/low prices
  • False - broker will not match the order with the current prices
• slip_limit (default: True) - given the exact match price requested & if slip_match is False.
  • True - Limit orders will be matched by capping prices to the limit / high/low
  • False - False and slippage exceeds the cap, then there will be no match
• slip_out (default: False) - Provide slippage even if the price falls outside the high - low range.
• coc (default: False) - Cheat-On-Close Setting this to True with set_coc enables
• int2pnl (default: True) - 현금에 대한 이자 부여
• shortcash (default: True)
  • True - 공매도할때 현금증가
  • False - 현금에서 운용비용 빼기
• fundstartval (default: 100.0) - 순자산 가치 자산 측정 조절 -> 펀드의 가치 측정 가능
• fundmode (default: False)
  • True - TimeReturn can automatically calculate returns based on the fund value

Function

• set_cash(cash)
• get_cash()
• get_value(datas=None, mkt=False, lever=False)
• set_eosbar(eosbar)
• set_checksubmit(checksubmit)
• set_filler(filler)
• set_coc(coc)
• set_int2pnl(int2pnl)
• set_fundstartval(fundstartval)
• set_slippage_perc(perc, slip_open=True, slip_limit=True, slip_match=True, slip_out=False)
• set_slippage_fixed(fixed, slip_open=True, slip_limit=True, slip_match=True, slip_out=False)
• get_orders_open(safe=False)
• getcommissioninfo(data)
• setcommission(commission=0.0, margin=None, mult=1.0, commtype=None, percabs=True, stocklike=False, interest=0.0, interest_long=False, leverage=1.0, automargin=False, name=None)
• addcommissioninfo(comminfo, name=None)
• getposition(data)
• get_fundshares()
• get_fundvalue()
• add_cash(cash)