Remove redundant subtract_fees config option

Author: edtechre

src/pybroker/config.py

@@ -84,7 +84,6 @@ class StrategyConfig:
         default=None
     )
     fee_amount: float = field(default=0)
-    subtract_fees: bool = field(default=False)
     enable_fractional_shares: bool = field(default=False)
     round_fill_price: bool = field(default=True)
     position_mode: PositionMode = field(default=PositionMode.DEFAULT)

src/pybroker/indicator.py

@@ -47,10 +47,15 @@ def _to_bar_data(df: pd.DataFrame) -> BarData:
                 f"DataFrame is missing required column: {col.value}"
             )
     return BarData(
-        **{col.value: df[col.value].to_numpy(copy=True) for col in required_cols},
+        **{
+            col.value: df[col.value].to_numpy(copy=True)
+            for col in required_cols
+        },
         **{
             col.value: (
-                df[col.value].to_numpy(copy=True) if col.value in df.columns else None
+                df[col.value].to_numpy(copy=True)
+                if col.value in df.columns
+                else None
             )
             for col in (DataCol.VOLUME, DataCol.VWAP)
         },  # type: ignore[arg-type]

src/pybroker/portfolio.py

@@ -340,8 +340,6 @@ class Portfolio:
         cash: Starting cash balance.
         fee_mode: Brokerage fee mode.
         fee_amount: Brokerage fee amount.
-        subtract_fees: Whether to subtract fees from the cash balance after an
-            order is filled.
         enable_fractional_shares: Whether to enable trading fractional shares.
         position_mode: Position mode for :class:`.Portfolio`.
         max_long_positions: Maximum number of long :class:`.Position`\ s that
@@ -358,7 +356,6 @@ class Portfolio:
             with the unrealized PnL of all open short positions.
         fees: Current brokerage fees.
         fee_amount: Brokerage fee amount.
-        subtract_fees: Whether to subtract fees from the cash balance.
         enable_fractional_shares: Whether to enable trading fractional shares.
         orders: ``deque`` of all filled orders, sorted in ascending
             chronological order.
@@ -384,7 +381,6 @@ def __init__(
             Union[FeeMode, Callable[[FeeInfo], Decimal], None]
         ] = None,
         fee_amount: Optional[float] = None,
-        subtract_fees: bool = False,
         enable_fractional_shares: bool = False,
         position_mode: PositionMode = PositionMode.DEFAULT,
         max_long_positions: Optional[int] = None,
@@ -397,7 +393,6 @@ def __init__(
         self._fee_amount: Optional[Decimal] = (
             None if fee_amount is None else to_decimal(fee_amount)
         )
-        self._subtract_fees = subtract_fees
         self._enable_fractional_shares = enable_fractional_shares
         self._position_mode = position_mode
         self.equity: Decimal = self.cash
@@ -513,7 +508,7 @@ def _add_order(
         )
         self.orders.append(order)
         self.fees += fees
-        if self._subtract_fees:
+        if self._fee_mode is not None:
             self.cash -= fees
         return order
 

src/pybroker/scope.py

@@ -363,7 +363,9 @@ def fetch(
         if ind_sym not in self._indicator_data:
             raise ValueError(f"Indicator {name!r} not found for {symbol}.")
         ind_series = self._indicator_data[ind_sym]
-        ind_data = ind_series[ind_series.index.isin(self._filter_dates)].to_numpy(copy=True)
+        ind_data = ind_series[
+            ind_series.index.isin(self._filter_dates)
+        ].to_numpy(copy=True)
         self._sym_inds[ind_sym] = ind_data
         return ind_data[:end_index]
 

src/pybroker/strategy.py

@@ -1249,7 +1249,6 @@ def walkforward(
                     self._config.initial_cash,
                     self._config.fee_mode,
                     self._config.fee_amount,
-                    self._config.subtract_fees,
                     self._fractional_shares_enabled(),
                     self._config.position_mode,
                     self._config.max_long_positions,

tests/test_portfolio.py

@@ -808,9 +808,7 @@ def test_buy_and_sell_when_fees(
 
 
 def test_subtract_fees():
-    portfolio = Portfolio(
-        3, FeeMode.PER_ORDER, fee_amount=1, subtract_fees=True
-    )
+    portfolio = Portfolio(3, FeeMode.PER_ORDER, fee_amount=1)
     order = portfolio.buy(DATE_1, SYMBOL_1, shares=1, fill_price=1)
     assert_order(
         order=order,