v4.4.54 - Per-contract trading fee accounting

[grzesir]

What

Adds per-contract fee support to TradingFee and applies it in backtesting trade-cost calculations so option commission modeling matches broker per-contract pricing.

Why

Backtests were undercharging commissions for strategies that model option fees as per-contract costs (for example, $0.65/contract).

Risk

Low-to-moderate: affects commission calculations and therefore PnL metrics in backtests where per_contract_fee is configured. No impact when it is left at default 0.

Tests run

• python3 -m pytest tests/test_tradingfee.py -q

Notes

• Includes changelog updates for 4.4.54.

Summary by CodeRabbit

Release Notes - Version 4.4.54

• New Features

  • Added per-contract fee support for more flexible fee configuration.

• Changed

  • Fee fields now use Decimal for improved decimal precision and stability.

• Bug Fixes

  • Fixed backtesting to correctly apply per-contract fees scaled by order quantity.

• Tests

  • Added regression tests for per-contract fee initialization and trade-cost calculations.

[coderabbitai]

Caution

Review failed

The pull request is closed.

ℹ️ Recent review info

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 93e989f5-ea98-450b-a8ce-7cebbe020d33

📥 Commits

Reviewing files that changed from the base of the PR and between 593b5bd and 721fab1.

📒 Files selected for processing (4)

• CHANGELOG.md
• lumibot/backtesting/backtesting_broker.py
• lumibot/entities/trading_fee.py
• tests/test_tradingfee.py

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📝 Walkthrough

Walkthrough

This PR introduces per_contract_fee support to TradingFee, enabling per-unit costs for contracts like options. Decimal coercion is standardized across all fee fields. Backtesting broker applies per_contract_fee scaled by order quantity alongside existing flat and percent fees. Comprehensive regression tests validate the new calculations.

Changes

Cohort / File(s)	Summary
Per-Contract Fee Implementation lumibot/entities/trading_fee.py, lumibot/backtesting/backtesting_broker.py	Added per_contract_fee parameter to TradingFee with Decimal(str(...)) coercion; standardized flat_fee and percent_fee to use same Decimal pattern. BacktestingBroker now includes per_contract_fee scaled by quantity in trade cost calculations for both taker and maker order paths.
Tests & Documentation tests/test_tradingfee.py, CHANGELOG.md	Added comprehensive regression tests validating per_contract_fee calculations in isolation and combined with flat fees across various order types. Documented feature in 4.4.54 release notes with examples of per-contract fee initialization and trade-cost application.

Estimated code review effort

🎯 2 (Simple) | ⏱️ ~15 minutes

---

A rabbit hops with glee,
New fees per contract, now you'll see!
Decimals precise, calculations bright,
Options trading done just right! 🐰✨

✨ Finishing Touches

• 📝 Generate docstrings (stacked PR)
• 📝 Generate docstrings (commit on current branch)

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Post copyable unit tests in a comment
• Commit unit tests in branch version/4.4.54

Warning

There were issues while running some tools. Please review the errors and either fix the tool's configuration or disable the tool if it's a critical failure.

🔧 Pylint (4.0.5)

lumibot/entities/trading_fee.py

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pylintrc:1:0: F0011: error while parsing the configuration: File contains no section headers.
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tests/test_tradingfee.py

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lumibot/backtesting/backtesting_broker.py

************* Module pylintrc
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