diff --git a/rqalpha/environment.py b/rqalpha/environment.py index 2d3c43563..16035318d 100644 --- a/rqalpha/environment.py +++ b/rqalpha/environment.py @@ -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) diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py b/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py index 3021430e7..870462868 100644 --- a/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py +++ b/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py @@ -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