chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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;
+using QuantConnect.Orders.Slippage;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Python
+{
+    /// <summary>
+    /// Wraps a <see cref="PyObject"/> object that represents a model that simulates market order slippage
+    /// </summary>
+    public class SlippageModelPythonWrapper : BasePythonWrapper<ISlippageModel>, ISlippageModel
+    {
+        /// <summary>
+        /// Constructor for initialising the <see cref="SlippageModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
+        /// </summary>
+        /// <param name="model">Represents a model that simulates market order slippage</param>
+        public SlippageModelPythonWrapper(PyObject model)
+            : base(model)
+        {
+        }
+
+        /// <summary>
+        /// Slippage Model. Return a decimal cash slippage approximation on the order.
+        /// </summary>
+        /// <param name="asset">The security matching the order</param>
+        /// <param name="order">The order to compute slippage for</param>
+        /// <returns>The slippage of the order in units of the account currency</returns>
+        public decimal GetSlippageApproximation(Security asset, Order order)
+        {
+            return InvokeMethod<decimal>(nameof(GetSlippageApproximation), asset, order);
+        }
+    }
+}