forked from kodorvan/stcs
Fixed the budget calculation function
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@@ -158,7 +158,7 @@ async def get_liquidation_price(
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async def calculate_total_budget(
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quantity, martingale_factor, max_steps, commission_fee_percent
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quantity, martingale_factor, max_steps
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) -> float:
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"""
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Calculate the total budget for a series of trading steps.
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@@ -167,7 +167,6 @@ async def calculate_total_budget(
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quantity (float): The initial quantity of the asset.
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martingale_factor (float): The factor by which the quantity is multiplied for each step.
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max_steps (int): The maximum number of trading steps.
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commission_fee_percent (float): The commission fee percentage.
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Returns:
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float: The total budget for the series of trading steps.
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@@ -175,12 +174,8 @@ async def calculate_total_budget(
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total = 0
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for step in range(max_steps):
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set_quantity = quantity * (martingale_factor**step)
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if commission_fee_percent == 0:
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# Commission fee is not added to the position size
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r_quantity = set_quantity
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else:
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# Commission fee is added to the position size
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r_quantity = set_quantity * (1 + 2 * commission_fee_percent)
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r_quantity = set_quantity
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total += r_quantity
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return total
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