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Feature/fees #17

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Seungwoo321
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@Seungwoo321 Seungwoo321 commented Jul 18, 2022

I added a simple fee to backtest trading.
This is because adding a fee will affect the analysis results.

It is used in strategy like this:

< Example >
maker fee => -0.01%
taker fee => 0.075%

// strategy
.
.
.

fees: () => {
    return (0.075 / 100) + (-0.01 / 100)
}
.
.

@TomKaltz
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TomKaltz commented Apr 2, 2023

This needs tests

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