A long-to-short flip is charged as two orders, so a per-order commission applies twice #105

Version: ml4t-backtest 0.1.8

A single order that takes a position from long 100 to short 100 is split into a closing leg and an opening leg, and each leg is passed to the commission model separately. With a model that charges a flat amount per call (the shape of a per-order minimum or a per-ticket fee), one order is charged twice.

Repro: a commission model that records calls and returns 1.0; submit +100, later -200, constant prices, short selling allowed.

orders submitted: 2, fills: 2
commission calls: [('A', 100.0, 10.0), ('A', 200.0, 10.0), ('A', 100.0, 10.0), ('A', 100.0, 10.0)]
total commission charged: 3.0

Two things are visible:

1. The flip is charged 1.0 + 1.0 for one order. Brokers that charge per order (fixed fee or minimum) charge one ticket for a flip.
2. The model is called once more than it is charged (the 200 call), apparently for a pre-trade estimate. That is fine, but it is undocumented, and a stateful model (counting orders, tiered pricing by monthly volume) will be wrong.

Expected: a flip that is one order is charged as one order, or the split is documented and configurable; and the commission-model docs say when calculate is called and which calls are charged.