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现在我们回测系统的交易费率是怎么计算的一个逻辑
1、目前默认的币安期货的费率是0.008和0.01,实际上现在应该是0.02和0。04,每次都要手动改,麻烦
2、总感觉回测系统的费率计算是通过差价再计算,感觉和币安期货现在的收费不匹配,
3、从计算结果来看,费率计算应该也是错误的,我在系统里,以涨万分之一盈利就卖出的逻辑去回测,结果盈利比手续费高挺多,按道理费率都万分之六了,我这计算结果,应该是手续费高于盈利才对,盈利应该是负的
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