Thanks for the extra input Andrew,
I think I don't need that fine control over fees right now.
But I have reused your idea to explicitly account for dividends here
https://github.com/alun/stoken-aca/blob/main/stoken_aca.c#L59One thing learned - marketVal/marketVol do not work without Zorro S - bummer.
I've hacked the price bars in the way that `close = open` or `close = open + dividends`
I'm only using close prices for my algo anyway.
That seemed to work, but results are still very far from my Python implementation.
One bug I have found - I have modified DowloadEOD.c for building .t6.
I've added a loop to build history for multiple assets. But without `dataNew(1, 0, 6);` it saved same bars for each asset name - so previous results are a way off from being correct.
But not sure about the rest - working further to get to some Zorro/Python parity...