Cycles/cycles/market_fees.py
Simon Moisy 806697116d Refactor backtesting logic and introduce new components
- Replaced TrendDetectorSimple with a new Backtest class for improved backtesting functionality.
- Integrated argparse for configuration file input, allowing dynamic parameter setting.
- Added MarketFees and Supertrends classes to handle fee calculations and trend detection, respectively.
- Removed deprecated main_debug.py and trend_detector_simple.py files to streamline the codebase.
- Enhanced process_timeframe_data to utilize the new Backtest class for executing trades and calculating results.
- Updated Storage class to support writing backtest results with metadata.
2025-05-21 17:03:34 +08:00

8 lines
202 B
Python

import pandas as pd
class MarketFees:
@staticmethod
def calculate_okx_taker_maker_fee(amount, is_maker=True):
fee_rate = 0.0008 if is_maker else 0.0010
return amount * fee_rate