commission fn is not smooth

[posidonius]

I am getting the commission fn is not smooth error when trying to implement quantity and price-based commission as follows:

class TradingCommissions:
    MIN_COMM = 0.35
    QTY_RATE = 0.0035
    MAX_RATE = 0.01

    @staticmethod
    def calc(q, p):
        qty_comm = abs(q) * TradingCommissions.QTY_RATE
        max_comm = abs(q) * p * TradingCommissions.MAX_RATE

        # Final commission is the maximum of the minimum commission
        # and the smaller of the quantity and maximum commissions
        return max(TradingCommissions.MIN_COMM, min(qty_comm, max_comm))

I am passing TradingCommissions.calc to the backtester. The tests will run but invariably and somewhat unpredictably end in the message:

The difference between what we have raised with q and the amount we are trying to raise has gotten bigger since last iteration! full_outlay should always be approaching amount! There may be a case where the commission fn is not smooth

I have gone over my code for hours looking for a reason. I have concluded it has something to do with a bug in the core. There is some discussion here about past issues in implementing commissions.

Some references: #97 #247 #342 #384

I am using integer positions. Any suggestions for how or where to look for a way to resolve this issue would be greatly appreciated.

[posidonius]

Follow up: my solution was to use integer_positions=False when running the tests. It is not ideal because I always trade in integers, but for research purposes it doesn't make much difference in my situation.