valentineus/overnight-trading-bot
1
Fork 0
Code Issues Pull Requests 1 Actions Releases Activity

sixth version

Browse Source
This commit is contained in:
Valentin Popov
2026-06-08 09:41:20 +00:00
parent 2d57c4ff1f
commit 8a552dec56
25 changed files with 545 additions and 130 deletions
Download Patch File Download Diff File Expand all files Collapse all files
internal/backtest/engine.go
+1
View File
@@ -448,6 +448,7 @@ func (e Engine) evaluateCandidate(instrumentUID string, candles []domain.Candle,
rawEdge := decimal.NewFromFloat(short.Mean).Mul(decimal.NewFromInt(10_000))
spreadBps := e.assumedSpreadBps(instrumentUID)
cost := spreadBps.
Add(spreadBps).
Add(e.cfg.EntrySlippageBps).
Add(e.cfg.ExitSlippageBps).
Add(e.cfg.CommissionRoundtripBps).