/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using Python.Runtime; using QuantConnect.Orders; using QuantConnect.Orders.Fees; using QuantConnect.Securities; namespace QuantConnect.Python { /// /// Provides an order fee model that wraps a object that represents a model that simulates order fees /// public class FeeModelPythonWrapper : IFeeModel { private readonly dynamic _model; /// /// Constructor for initialising the class with wrapped object /// /// Represents a model that simulates order fees public FeeModelPythonWrapper(PyObject model) { _model = model; } /// /// Gets the order fee associated with the specified order. This returns the cost /// of the transaction in the account currency /// /// The security matching the order /// The order to compute fees for /// The cost of the order in units of the account currency public decimal GetOrderFee(Security security, Order order) { using (Py.GIL()) { return _model.GetOrderFee(security, order); } } } }