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Hi,
I did a brief implementation for calculating overnight interests during backtesting for Oanda.
Since interests can be positive, it seems that I cannot use fees, so I add interests directly to cash account.
I was not able to upload the full interest data since the file is too big, but you can get a sample from the mocky.io server
The interest data can be downloaded from oanda site.
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Petter Hansson
Nice work, for longer holding periods this is something that can have major impact. Cloned and bookmarked.
Erik Bengtson
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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