/* * 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 System; using QuantConnect.Securities; namespace QuantConnect.Orders.Fees { /// /// Provides an order fee model that always returns the same order fee. /// public class ConstantFeeModel : FeeModel { private readonly decimal _fee; private readonly string _currency; /// /// Initializes a new instance of the class with the specified /// /// The constant order fee used by the model /// The currency of the order fee public ConstantFeeModel(decimal fee, string currency = "USD") { _fee = Math.Abs(fee); _currency = currency; } /// /// Returns the constant fee for the model in units of the account currency /// /// A object /// containing the security and order /// The cost of the order in units of the account currency public override OrderFee GetOrderFee(OrderFeeParameters parameters) { return new OrderFee(new CashAmount(_fee, _currency)); } } }