提交

backend/app/backtest/broker.py

@@ -22,6 +22,7 @@ class PaperBroker:
     schedule: CostSchedule = field(default_factory=lambda: DEFAULT)
     enable_costs: bool = True
     enable_t_plus_1: bool = True
+    is_fund: bool = False  # 场内基金（ETF）：免印花税/过户费，仅佣金
 
     cash: float = field(init=False)
     holdings: float = 0.0   # 可卖数量
@@ -49,7 +50,7 @@ class PaperBroker:
             return None
         rate = (
             self.schedule.commission_rate
-            + self.schedule.transfer_fee_rate
+            + (0.0 if self.is_fund else self.schedule.transfer_fee_rate)
             + self.schedule.slippage_rate
         ) if self.enable_costs else 0.0
         affordable_qty = self.cash / (price * (1 + rate))
@@ -67,7 +68,7 @@ class PaperBroker:
 
     def _execute_buy(self, ts, price: float, qty: int) -> Fill:
         if self.enable_costs:
-            fp, comm, tf = buy_cost(price, qty, self.schedule)
+            fp, comm, tf = buy_cost(price, qty, self.schedule, is_fund=self.is_fund)
         else:
             fp, comm, tf = price, 0.0, 0.0
         cost = fp * qty + comm + tf
@@ -85,7 +86,7 @@ class PaperBroker:
 
     def _execute_sell(self, ts, price: float, qty: int) -> Fill:
         if self.enable_costs:
-            fp, comm, tf, sd = sell_cost(price, qty, self.schedule)
+            fp, comm, tf, sd = sell_cost(price, qty, self.schedule, is_fund=self.is_fund)
         else:
             fp, comm, tf, sd = price, 0.0, 0.0, 0.0
         proceeds = fp * qty - comm - tf - sd