def get_raw_cost_data(self, instrument_code: str) -> instrumentCosts:
"""
Get's cost data for an instrument
Get cost data
Execution slippage [half spread] price units
Commission (local currency) per block
Commission - percentage of value (0.01 is 1%)
Commission (local currency) per block
:param instrument_code: instrument to value for
:type instrument_code: str
:returns: dict of floats
"""
cost_data_object = self._get_instrument_object_with_cost_data(
instrument_code)
if cost_data_object is missing_instrument:
self.log.warn("Cost data missing for %s will use zero costs" % instrument_code)
return instrumentCosts()
instrument_costs = instrumentCosts(
price_slippage=cost_data_object.meta_data.Slippage,
value_of_block_commission=cost_data_object.meta_data.PerBlock,
percentage_cost=cost_data_object.meta_data.Percentage,
value_of_pertrade_commission=cost_data_object.meta_data.PerTrade,
)
return instrument_costs
def get_raw_cost_data(self, instrument_code: str) -> instrumentCosts:
"""
Get cost data
Execution slippage [half spread] price units
Commission (local currency) per block
Commission - percentage of value (0.01 is 1%)
Commission (local currency) per block
:param instrument_code: instrument to value for
:type instrument_code: str
:returns: dict of floats
"""
self.log.warn("Using base method of simData, using zero costs")
return instrumentCosts()
