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Include impact of deducted fees in the performance report balances #6095
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@carlitogetaladajr please nominate this issue for next Priority Issues poll |
@fengtality @carlitogetaladajr I think that this bounty can be a good task for @MementoRC that is very good with unit test |
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- Crosscheck with Development branch
- Compare trade data between client, csv and exchange, all ok
- Compare if there are any change on CSV, all ok
- Build docker client, all ok
hi @keithbaum can you please check the failing tests |
Hi @keithbaum good day, just checking if you can fix the failed GitHub test? thank you |
…s of performance report. Allow negative fees (rebates)
…inance candles tests
Done |
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LGTM
- Compare with development branch:
- Trade data matched client history, CSV and exchange trade history
- Check changes on candles feed by running
candles_example
script ✅ - Build docker image, all ok
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LGTM!
Performance report accounts for initial balances based on the TradeFills from the current state backwards to the initial state.
Issue appears when fees are deducted from returns because the fee asset is not adjusted accordingly.
In this PR I am including an additional method to account for this impact and also allowing negative fees to be included when accounting balances
PS: Also changed minimally binance candles feed tests to improve compatibility with numpy libs