Comments (3)
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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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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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)
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