wehub-resource-sync
51 lines
2.0 KiB
C#
51 lines
2.0 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Securities;
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namespace QuantConnect.Orders.Fees
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{
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/// <summary>
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/// Provides an order fee model that always returns the same order fee.
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/// </summary>
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public class ConstantFeeModel : FeeModel
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{
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private readonly decimal _fee;
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private readonly string _currency;
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/// <summary>
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/// Initializes a new instance of the <see cref="ConstantFeeModel"/> class with the specified <paramref name="fee"/>
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/// </summary>
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/// <param name="fee">The constant order fee used by the model</param>
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/// <param name="currency">The currency of the order fee</param>
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public ConstantFeeModel(decimal fee, string currency = "USD")
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{
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_fee = Math.Abs(fee);
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_currency = currency;
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}
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/// <summary>
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/// Returns the constant fee for the model in units of the account currency
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/// </summary>
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/// <param name="parameters">A <see cref="OrderFeeParameters"/> object
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/// containing the security and order</param>
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/// <returns>The cost of the order in units of the account currency</returns>
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public override OrderFee GetOrderFee(OrderFeeParameters parameters)
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{
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return new OrderFee(new CashAmount(_fee, _currency));
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}
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}
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} |