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pr update
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Lin-Dongzhao committed Jul 19, 2024
1 parent bec769e commit c4003ad
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Showing 2 changed files with 1 addition and 3 deletions.
2 changes: 1 addition & 1 deletion rqalpha/environment.py
Original file line number Diff line number Diff line change
Expand Up @@ -186,7 +186,7 @@ def get_trade_tax(self, trade):

def get_stock_commission_and_tax(self):
decider = self._transaction_cost_decider_dict[INSTRUMENT_TYPE.CS]
return decider.commission_rate, decider.tax_rate
return decider.commission_rate * decider.commission_multiplier, decider.tax_rate * decider.tax_multiplier

def get_trade_commission(self, trade):
return self._get_transaction_cost_decider(trade.order_book_id).get_trade_commission(trade)
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2 changes: 0 additions & 2 deletions rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py
Original file line number Diff line number Diff line change
Expand Up @@ -376,8 +376,6 @@ def order_target_portfolio(
if total_percent == 1:
# 在此处形成的订单不包含交易费用,需要预留一点余额以供交易费用使用
commission_rate, tax_rate = env.get_stock_commission_and_tax()
commission_rate = env.config.mod.sys_transaction_cost.stock_commission_multiplier * commission_rate
tax_rate = env.config.mod.sys_transaction_cost.tax_multiplier * tax_rate
tax, commission = 0, 0
for order_book_id, (target_percent, open_style, close_style, last_price) in target.items():
current_value = current_quantities.get(order_book_id, 0) * last_price
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