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;
+using System;
+
+namespace QuantConnect.Orders.Fees
+{
+    /// <summary>
+    /// Provides the default implementation of <see cref="IFeeModel"/> Refer to https://www.samco.in/technology/brokerage_calculator
+    /// </summary>
+    public class IndiaFeeModel : IFeeModel
+    {
+        /// <summary>
+        /// Brokerage calculation Factor
+        /// </summary>
+        protected virtual decimal BrokerageMultiplier { get; set; }
+
+        /// <summary>
+        /// Maximum brokerage per order
+        /// </summary>
+        protected virtual decimal MaxBrokerage { get; set; }
+
+        /// <summary>
+        /// Securities Transaction Tax calculation Factor
+        /// </summary>
+        protected virtual decimal SecuritiesTransactionTaxTotalMultiplier { get; set; }
+
+        /// <summary>
+        /// Exchange Transaction Charge calculation Factor
+        /// </summary>
+        protected virtual decimal ExchangeTransactionChargeMultiplier { get; set; }
+
+        /// <summary>
+        /// State Tax calculation Factor
+        /// </summary>
+        protected virtual decimal StateTaxMultiplier { get; set; }
+
+        /// <summary>
+        /// Sebi Charges calculation Factor
+        /// </summary>
+        protected virtual decimal SebiChargesMultiplier { get; set; }
+
+        /// <summary>
+        /// Stamp Charges calculation Factor
+        /// </summary>
+        protected virtual decimal StampChargesMultiplier { get; set; }
+
+        /// <summary>
+        /// Checks if Stamp Charges is calculated from order valur or turnover
+        /// </summary>
+        protected virtual bool IsStampChargesFromOrderValue { get; set; }
+
+        /// <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>
+        public OrderFee GetOrderFee(OrderFeeParameters parameters)
+        {
+            if (parameters.Security == null)
+            {
+                return OrderFee.Zero;
+            }
+            var orderValue = parameters.Order.GetValue(parameters.Security);
+
+            var fee = GetFee(orderValue);
+            return new OrderFee(new CashAmount(fee, Currencies.INR));
+        }
+
+        private decimal GetFee(decimal orderValue)
+        {
+            bool isSell = orderValue < 0;
+            orderValue = Math.Abs(orderValue);
+            var multiplied = orderValue * BrokerageMultiplier;
+            var brokerage = (multiplied > MaxBrokerage) ? MaxBrokerage : Math.Round(multiplied, 2);
+
+            var turnover = Math.Round(orderValue, 2);
+
+            decimal securitiesTransactionTaxTotal = 0;
+            if (isSell)
+            {
+                securitiesTransactionTaxTotal = Math.Round(orderValue * SecuritiesTransactionTaxTotalMultiplier, 2);
+            }
+
+            var exchangeTransactionCharge = Math.Round(turnover * ExchangeTransactionChargeMultiplier, 2);
+            var clearingCharge = 0;
+
+            var stateTax = Math.Round(StateTaxMultiplier * (brokerage + exchangeTransactionCharge), 2);
+
+            var sebiCharges = Math.Round((turnover * SebiChargesMultiplier), 2);
+            decimal stampCharges = 0;
+            if (!isSell)
+            {
+                if (IsStampChargesFromOrderValue)
+                {
+                    stampCharges = Math.Round((orderValue * StampChargesMultiplier), 2);
+                }
+                else
+                {
+                    stampCharges = Math.Round((turnover * StampChargesMultiplier), 2);
+                }
+            }
+
+            var totalTax = Math.Round(brokerage + securitiesTransactionTaxTotal + exchangeTransactionCharge + stampCharges + clearingCharge + stateTax + sebiCharges, 2);
+
+            return totalTax;
+        }
+    }
+}