From cd5ae83135b2644bf611134e6c8218ca7e845da0 Mon Sep 17 00:00:00 2001
From: Kernc <kerncece@gmail.com>
Date: Tue, 13 Dec 2022 15:13:54 +0100
Subject: [PATCH] ENH: Show paid 'Commissions [$]' in stats

---
 backtesting/_stats.py      |  4 ++++
 backtesting/backtesting.py | 12 ++++++++++--
 2 files changed, 14 insertions(+), 2 deletions(-)

diff --git a/backtesting/_stats.py b/backtesting/_stats.py
index f2bb4f7c..fa32f92d 100644
--- a/backtesting/_stats.py
+++ b/backtesting/_stats.py
@@ -53,6 +53,7 @@ def compute_stats(
 
     if isinstance(trades, pd.DataFrame):
         trades_df: pd.DataFrame = trades
+        commissions = None  # Not shown
     else:
         # Came straight from Backtest.run()
         trades_df = pd.DataFrame({
@@ -68,6 +69,7 @@ def compute_stats(
             'Tag': [t.tag for t in trades],
         })
         trades_df['Duration'] = trades_df['ExitTime'] - trades_df['EntryTime']
+        commissions = sum(t._commissions for t in trades)
     del trades
 
     pl = trades_df['PnL']
@@ -92,6 +94,8 @@ def _round_timedelta(value, _period=_data_period(index)):
     s.loc['Exposure Time [%]'] = have_position.mean() * 100  # In "n bars" time, not index time
     s.loc['Equity Final [$]'] = equity[-1]
     s.loc['Equity Peak [$]'] = equity.max()
+    if commissions:
+        s.loc['Commissions [$]'] = commissions
     s.loc['Return [%]'] = (equity[-1] - equity[0]) / equity[0] * 100
     c = ohlc_data.Close.values
     s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return
diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
index 1c6f7817..42ecd68b 100644
--- a/backtesting/backtesting.py
+++ b/backtesting/backtesting.py
@@ -538,6 +538,7 @@ def __init__(self, broker: '_Broker', size: int, entry_price: float, entry_bar,
         self.__sl_order: Optional[Order] = None
         self.__tp_order: Optional[Order] = None
         self.__tag = tag
+        self._commissions = 0
 
     def __repr__(self):
         return f'<Trade size={self.__size} time={self.__entry_bar}-{self.__exit_bar or ""} ' \
@@ -1011,9 +1012,16 @@ def _close_trade(self, trade: Trade, price: float, time_index: int):
         if trade._tp_order:
             self.orders.remove(trade._tp_order)
 
-        self.closed_trades.append(trade._replace(exit_price=price, exit_bar=time_index))
+        closed_trade = trade._replace(exit_price=price, exit_bar=time_index)
+        self.closed_trades.append(closed_trade)
         # Apply commission one more time at trade exit
-        self._cash += trade.pl - self._commission(trade.size, price)
+        commission = self._commission(trade.size, price)
+        self._cash += trade.pl - commission
+        # Save commissions on Trade instance for stats
+        trade_open_commission = self._commission(closed_trade.size, closed_trade.entry_price)
+        # applied here instead of on Trade open because size could have changed
+        # by way of _reduce_trade()
+        closed_trade._commissions = commission + trade_open_commission
 
     def _open_trade(self, price: float, size: int,
                     sl: Optional[float], tp: Optional[float], time_index: int, tag):