fix: correct quote-fee accounting and expose net backtest profit#2562
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grorge123 wants to merge 1 commit into
Open
fix: correct quote-fee accounting and expose net backtest profit#2562grorge123 wants to merge 1 commit into
grorge123 wants to merge 1 commit into
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Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #2562 +/- ##
==========================================
+ Coverage 20.89% 22.13% +1.24%
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Files 1154 1168 +14
Lines 80239 81006 +767
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+ Hits 16766 17934 +1168
+ Misses 61944 61513 -431
- Partials 1529 1559 +30
... and 5 files with indirect coverage changes Continue to review full report in Codecov by Harness.
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dboyliao
approved these changes
Jul 21, 2026
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Summary
This PR corrects quote-currency fee accounting and exposes net realized profit in BBGO backtest reports.
Changes
Position.AddTrade:TradeStats.TotalNetProfitso it consistently usesProfit.NetProfit.SummaryReport.TotalNetProfitand aggregate profit across all symbols.SummaryReport.TotalProfitfor the existingPnL.Profitbehavior.Validation
go test ./pkg/typesandgo test ./pkg/backtest/— Passed.