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Bitfinex interest paid on margin not modelled in backtest

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

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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!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thanks, I missed that one. Helpful and sorry for the useless post!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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