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edtechre avatar edtechre commented on June 11, 2024 1

Thanks for reporting @SW4T400,

I think this is due to PriceType.MIDDLE being the default fill type, and it rounds to the nearest cent by default.

I will add a config option to allow disabling the rounding behavior.

In the meantime, you can specify another fill price type:
ctx.buy_fill_price = PriceType.CLOSE

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edtechre avatar edtechre commented on June 11, 2024 1

I committed a new round_fill_price config option to the dev branch. Setting it to False will disable this behavior.

Targeted for v1.1.31

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SW4T400 avatar SW4T400 commented on June 11, 2024

Thank you for the info. For now I have changed this line to remove the round function and it seems to do the trick.

Old:  round((low[-1] + (high[-1] - low[-1]) / 2.0), 2)
New: (low[-1] + (high[-1] - low[-1]) / 2.0)

from pybroker.

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