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IBFXFeeCalculator
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How to use
IBFXFeeCalculator
in
com.activequant.backtesting

Best Java code snippets using com.activequant.backtesting.IBFXFeeCalculator (Showing top 2 results out of 315)

origin: activequant/aq2o

Double currentPos = getCurrentPos(tid);
Double avgPx = getAvgPx(tid);
  conversionRate = 1.0;
} else {
  conversionRate = getConversionRate(base, quotee, execPrice);
origin: activequant/aq2o

IBFXFeeCalculator feeCalculator = new IBFXFeeCalculator();
oel.setFeeCalculator(feeCalculator);
    OrderFillEvent ofe = (OrderFillEvent) se;
    ofe.setOptionalInstId("PI_"+ofe.getOptionalInstId());
    feeCalculator.updateRefRate(ofe.getOptionalInstId().substring(3), ofe.getFillPrice());
List<String> enrichedTransactions = feeCalculator.getRows();
FileUtils.writeLines(enrichedTransactions, new FileOutputStream(targetFolder + File.separator
    + "enriched_transactions.csv"));
com.activequant.backtestingIBFXFeeCalculator

Javadoc

http://www.interactivebrokers.com/de/accounts/fees/commission.php?ib_entity= de Makes a flat commission structure - (no three tier structure). Highly FX specific at the moment.

Most used methods

  • <init>
  • getAvgPx
  • getConversionRate
    iterates over the quote sheets to find the first matching pair to convert based on base or quotee to
  • getCurrentPos
  • getRows
  • updateRefRate

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