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That is certainly the intention of the code. Let me have a look. |
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https://github.com/robcarver17/pysystemtrade/blob/master/systems/accounts/pandl_calculators/pandl_cash_costs.py#L55
After having calculated pseduo fills and fills in
pandlCalculationWithCashCostsAndFills
, in the above line, one kind is chosen withuniquests
. It seems one kind is randomly chosen withsort_index(qsort)
. Isn't it more corret to add both kinds of fills to get the total fill costs?Beta Was this translation helpful? Give feedback.
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