INNER CODE UNIT · Python

fill_price

shashankvemuri/Finance · src/finance/backtesting/engine.py:120

            fill_price = price[j] * (1 + np.sign(delta) * slippage)
            fee = abs(delta) * fill_price * commission
            cash -= delta * fill_price + fee
            shares[j] += delta
            fees_total += fee
            fills.append(
                {
                    "date": timestamp,
                    "signal_date": signal_time,
                    "asset": opens.columns[j],
                    "quantity": delta,
                    "price": fill_price,
                    "commission": fee,
                    "phase": phase,
                }
            )

    for i, timestamp in enumerate(opens.index):

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