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Hi there,
I noticed that when backtesting algorithms using Bitfinex brokerage model, I am getting the exact same result whether I use AccountType.Cash or AccountType.Margin, which means that the interests paid on margin/leverage are not factored in.
I am still learning QC and it was the first time I tried to backtest with a margin account, so I don’t know if this is specific to Bitfinex or if it is the same with all QC brokers. I found this old closed ticket on GitHub #449 and it is not clear to me whether the issue has been fixed since then.
Is there a workaround to include the impact of interests into the backtesting? If so, it would be great if you could give me some guidance (I had a look at Reality Modelling but could not find anything helpful there).
Kind regards
Link Liang
Hi Pi,
We’re aware of this feature and have added it to our roadmap. You could subscribe this github issue to get notice once it is fully implemented.
Hope it helps!
Pi..R
Thanks, I missed that one. Helpful and sorry for the useless post!
Pi..R
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