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Things to do :
-Buy a paying subscription ( starter would do)
-Change the sub daily endpoint for historical-price-adjusted
-Raise an error if the api_key is free and the strategy is sub daily (fmp will return an error : Special Endpoint : this endpoint is only for premium members)
-Remove the comments in portfolio._get_daily_high_price and remove the if that only caluclates slippage if Resolution is DAILY in _get_daily_high_price
The text was updated successfully, but these errors were encountered:
@SamiMammouche would be nice to find a get address where we put our api_key and receive the subscription plan for that key (Kinda like we do for the remaining fmp calls). Would make this issue 10 times easier.
We currently only support slippage for strategies with a DAILY resolution.
This is because slippage needs to get the daily high price to calculate the total slippage. For daily resolutions, we use fmp's historical-price-full endpoint wich takes into consideration split and dividend where as we take the historical-chart endpoint for sub-daily resolutions and this endpoint does not take into consideration split and dividend. This makes the daily high price not correlate with the hourly/minute prices. If you want an example of this :
https://financialmodelingprep.com/api/v4/historical-chart/AAPL/1hour?from=2019-03-05&to=2019-03-05&apikey=YOUR_API_KEY
https://financialmodelingprep.com/api/v4/historical-price-full/AAPL?from=2019-03-05&to=2019-03-05&apikey=YOUR_API_KEY
Things to do :
-Buy a paying subscription ( starter would do)
-Change the sub daily endpoint for historical-price-adjusted
-Raise an error if the api_key is free and the strategy is sub daily (fmp will return an error : Special Endpoint : this endpoint is only for premium members)
-Remove the comments in portfolio._get_daily_high_price and remove the if that only caluclates slippage if Resolution is DAILY in _get_daily_high_price
The text was updated successfully, but these errors were encountered: