/*
* 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);
}
}
}
}