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 Python.Runtime;
+using QuantConnect.Orders.Fees;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Python
+{
+    /// <summary>
+    /// Provides an order fee model that wraps a <see cref="PyObject"/> object that represents a model that simulates order fees
+    /// </summary>
+    public class FeeModelPythonWrapper : FeeModel
+    {
+        private readonly BasePythonWrapper<FeeModel> _model;
+        private bool _extendedVersion = true;
+
+        /// <summary>
+        /// Constructor for initialising the <see cref="FeeModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
+        /// </summary>
+        /// <param name="model">Represents a model that simulates order fees</param>
+        public FeeModelPythonWrapper(PyObject model)
+        {
+            _model = new BasePythonWrapper<FeeModel>(model, false);
+        }
+
+        /// <summary>
+        /// Get the fee for this order
+        /// </summary>
+        /// <param name="parameters">A <see cref="OrderFeeParameters"/> object
+        /// containing the security and order</param>
+        /// <returns>The cost of the order in units of the account currency</returns>
+        public override OrderFee GetOrderFee(OrderFeeParameters parameters)
+        {
+            using (Py.GIL())
+            {
+                if (_extendedVersion)
+                {
+                    try
+                    {
+                        return _model.InvokeMethod<OrderFee>(nameof(GetOrderFee), parameters);
+                    }
+                    catch (PythonException)
+                    {
+                        _extendedVersion = false;
+                    }
+                }
+                var fee =  _model.InvokeMethod<decimal>(nameof(GetOrderFee), parameters.Security, parameters.Order);
+                return new OrderFee(new CashAmount(fee, "USD"));
+            }
+        }
+    }
+}