wehub-resource-sync
64 lines
2.2 KiB
C#
64 lines
2.2 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 NUnit.Framework;
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using QuantConnect.Data.Market;
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using QuantConnect.Orders;
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using QuantConnect.Orders.Fees;
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using QuantConnect.Securities;
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using QuantConnect.Securities.Equity;
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using System;
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namespace QuantConnect.Tests.Common.Orders.Fees
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{
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[TestFixture]
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internal class SamcoFeeModelTests
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{
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private Equity _sbininr;
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private readonly IFeeModel _feeModel = new SamcoFeeModel();
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[SetUp]
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public void Initialize()
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{
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var quoteCurrency = new Cash(Currencies.INR, 0, 1);
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var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(Market.India, Symbols.SBIN, SecurityType.Equity);
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_sbininr = new Equity(
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Symbols.SBIN,
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exchangeHours,
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quoteCurrency,
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SymbolProperties.GetDefault(Currencies.INR),
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ErrorCurrencyConverter.Instance,
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RegisteredSecurityDataTypesProvider.Null,
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new SecurityCache()
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);
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_sbininr.SetMarketPrice(new TradeBar(DateTime.Now, Symbols.SBIN, 100m, 100m, 100m, 100m, 1));
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}
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[Test]
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public void ReturnsFeeInQuoteCurrencyInAccountCurrency()
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{
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var fee = _feeModel.GetOrderFee(
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new OrderFeeParameters(
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_sbininr,
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new MarketOrder(_sbininr.Symbol, 1, DateTime.Now)
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)
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);
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Assert.AreEqual(Currencies.INR, fee.Value.Currency);
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Assert.AreEqual(0.02m, fee.Value.Amount);
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}
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}
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}
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