trigerr 0.7.3__tar.gz → 0.7.4__tar.gz

{trigerr-0.7.3/trigerr.egg-info → trigerr-0.7.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: trigerr
-Version: 0.7.3
+Version: 0.7.4
 Summary: Python tools for quantitative trading research and analysis.
 Author: Anurag Singh Kushwah
 License-Expression: MIT

{trigerr-0.7.3 → trigerr-0.7.4}/tests/test_brokerage.py

@@ -41,9 +41,27 @@ def test_bse_options_use_the_bse_rate(exchange):
     assert charges(buy_price=90, sell_price=100, quantity=1000, exchange=exchange) == (272.99, 9727.01)
 
 
-def test_a_short_position_has_the_same_charges_and_the_opposite_sign_of_gross_pnl():
-    # the charges depend on the two prices, not on which came first; gross is (90 - 100) x 1,100 = -11,000
-    assert charges(buy_price=90, sell_price=100, quantity=1100, position_type="SHORT") == (303.04, -11303.04)
+def test_a_short_is_charged_on_its_real_legs():
+    # callers pass the ENTRY as buy_price and the EXIT as sell_price whatever the side (net_pl relies on it), and a short is
+    # sold first. Sold at 100, bought back at 90: the same two fills as the long above, so the same charges (STT on the 100
+    # it sold, stamp duty on the 90 it bought); gross is (100 - 90) x 1,100 = +11,000
+    assert charges(buy_price=100, sell_price=90, quantity=1100, position_type="SHORT") == (303.04, 10696.96)
+
+
+def test_a_losing_short_pays_stt_on_the_premium_it_sold():
+    # 17 lots of 65 (1,105), sold at 85.5, bought back at 95.05. sold 94,477.50 | bought 105,030.25 | turnover 199,507.75
+    # brokerage 40 | SEBI 0.20 | exchange 70.89 | STT 142 (94,477.50 x 0.15%) | stamp 3.15 (105,030.25 x 0.003%) | GST 20.00
+    # -> 276.24; gross is (85.5 - 95.05) x 1,105 = -10,552.75. STT on the 105,030.25 bought back would make it 291.92.
+    assert charges(buy_price=85.5, sell_price=95.05, quantity=1105, position_type="SHORT") == (276.24, -10828.99)
+
+
+@pytest.mark.parametrize("kwargs", [dict(market_type="options"), dict(market_type="futures"), dict(market_type="equity", exchange="NSE")])
+def test_a_short_costs_what_the_same_fills_cost_as_real_legs(kwargs):
+    # the OMS prices a manual exit by its real legs (buy = the exit, sell = the entry) on the default LONG side, while
+    # strategies pass entry/exit with SHORT: the same two fills have to come out the same, charges and net
+    as_short = charges(buy_price=120, sell_price=95, quantity=300, position_type="SHORT", **kwargs)
+    as_real_legs = charges(buy_price=95, sell_price=120, quantity=300, **kwargs)
+    assert as_short == as_real_legs
 
 
 # ---- futures: one Nifty lot (75) bought at 22,000, sold at 22,100

{trigerr-0.7.3 → trigerr-0.7.4}/trigerr/__init__.py

@@ -1,6 +1,6 @@
 from .config import config
 
-__version__ = "0.7.3"
+__version__ = "0.7.4"
 
 
 def set_api_key(key):

{trigerr-0.7.3 → trigerr-0.7.4}/trigerr/utils.py

@@ -1511,6 +1511,9 @@ def calculate_brokerage(buy_price, sell_price, quantity, broker="zerodha", marke
                 clearing_charge = 0
                 # Orders carry the segment they went to ("NFO" for NSE options and futures), cash symbols the exchange.
                 nse = exchange in ("NSE", "NFO", "XNSE")
+                # Callers pass the ENTRY as buy_price and the EXIT as sell_price whatever the side (net_pl below relies on it).
+                # STT falls on the sale and stamp duty on the purchase, and a short is sold first: its entry is the sale.
+                bought, sold = (sell_price, buy_price) if position_type.upper() == "SHORT" else (buy_price, sell_price)
                 # Statutory rates in force from 1 April 2026: exchange charges per NSE/FA/73061 (from 1 March 2026), STT on
                 # futures and options per Budget 2026. Not modelled: STT on exercised options, physical settlement.
 
@@ -1544,13 +1547,13 @@ def calculate_brokerage(buy_price, sell_price, quantity, broker="zerodha", marke
                     stt_fees = 0.025
 
                     # Calculating STT Charge
-                    stt_charge = round(quantity * sell_price * stt_fees / 100, 2)
+                    stt_charge = round(quantity * sold * stt_fees / 100, 2)
 
                     # Calculating Transaction Fees
                     transaction_charge = round(turnover * transaction_fees / 100, 2)
 
                     # Calculating Stamp Fees
-                    stamp_charge = round(quantity * buy_price * stamp_fees / 100, 2)
+                    stamp_charge = round(quantity * bought * stamp_fees / 100, 2)
 
                 elif market_type == "futures":
                     broker_fees = _in_brokerage(broker, "futures", turnover, no_of_orders)
@@ -1559,13 +1562,13 @@ def calculate_brokerage(buy_price, sell_price, quantity, broker="zerodha", marke
                     stt_fees = 0.05
 
                     # Calculating STT Charge
-                    stt_charge = round(quantity * sell_price * stt_fees / 100)
+                    stt_charge = round(quantity * sold * stt_fees / 100)
 
                     # Calculating Transaction Fees
                     transaction_charge = round(turnover * transaction_fees / 100, 2)
 
                     # Calculating Stamp Fees
-                    stamp_charge = round(quantity * buy_price * stamp_fees / 100, 2)
+                    stamp_charge = round(quantity * bought * stamp_fees / 100, 2)
 
                 else:
                     broker_fees = 20 * no_of_orders
@@ -1575,10 +1578,10 @@ def calculate_brokerage(buy_price, sell_price, quantity, broker="zerodha", marke
                     stt_fees = 0.15
 
                     # Calculating STT Charge
-                    stt_charge = round(quantity * sell_price * stt_fees / 100)
+                    stt_charge = round(quantity * sold * stt_fees / 100)
 
                     # Calculating Stamp Fees
-                    stamp_charge = round(quantity * buy_price * stamp_fees / 100, 2)
+                    stamp_charge = round(quantity * bought * stamp_fees / 100, 2)
 
                     # Calculating Transaction Fees
                     transaction_charge = round(turnover * transaction_fees / 100, 2)

{trigerr-0.7.3 → trigerr-0.7.4/trigerr.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: trigerr
-Version: 0.7.3
+Version: 0.7.4
 Summary: Python tools for quantitative trading research and analysis.
 Author: Anurag Singh Kushwah
 License-Expression: MIT