valentineus/overnight-trading-bot
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sixth version

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Valentin Popov
2026-06-08 09:41:20 +00:00
parent 2d57c4ff1f
commit 8a552dec56
25 changed files with 545 additions and 130 deletions
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internal/features/pipeline.go
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@@ -114,6 +114,7 @@ func Compute(instrument domain.Instrument, candles []domain.Candle, tradeDate ti
rawEdgeBps := decimal.NewFromFloat(short.Mean).Mul(decimal.NewFromInt(10_000))
commission := roundTripCommissionBps(instrument, cfg)
expectedCost := spread.SpreadBps.
Add(spread.SpreadBps).
Add(cfg.EntrySlippageBps).
Add(cfg.ExitSlippageBps).
Add(commission).