chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * 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 QuantConnect.Securities;
+
+namespace QuantConnect.Orders.Fees
+{
+    /// <summary>
+    /// Represents a model the simulates order fees
+    /// </summary>
+    /// <remarks>Please use <see cref="FeeModel"/> as the base class for
+    /// any implementations of <see cref="IFeeModel"/></remarks>
+    public interface IFeeModel
+    {
+        /// <summary>
+        /// Gets the order fee associated with the specified order.
+        /// </summary>
+        /// <param name="parameters">A <see cref="OrderFeeParameters"/> object
+        /// containing the security and order</param>
+        /// <returns>The cost of the order in a <see cref="CashAmount"/> instance</returns>
+        OrderFee GetOrderFee(OrderFeeParameters parameters);
+    }
+
+    /// <summary>
+    /// Provide extension method for <see cref="IFeeModel"/> to enable
+    /// backwards compatibility of invocations.
+    /// </summary>
+    public static class FeeModelExtensions
+    {
+        /// <summary>
+        /// Gets the order fee associated with the specified order. This returns the cost
+        /// of the transaction in the account currency
+        /// </summary>
+        /// <param name="model">The fee model</param>
+        /// <param name="security">The security matching the order</param>
+        /// <param name="order">The order to compute fees for</param>
+        /// <returns>The cost of the order in units of the account currency</returns>
+        public static decimal GetOrderFee(this IFeeModel model, Security security, Order order)
+        {
+            var parameters = new OrderFeeParameters(security, order);
+            var fee = model.GetOrderFee(parameters);
+
+            return fee.Value.Amount;
+        }
+    }
+}