/* * 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 QuantConnect.Securities; using System; namespace QuantConnect.Orders.Fees { /// /// Provides the default implementation of Refer to https://www.samco.in/technology/brokerage_calculator /// public class IndiaFeeModel : IFeeModel { /// /// Brokerage calculation Factor /// protected virtual decimal BrokerageMultiplier { get; set; } /// /// Maximum brokerage per order /// protected virtual decimal MaxBrokerage { get; set; } /// /// Securities Transaction Tax calculation Factor /// protected virtual decimal SecuritiesTransactionTaxTotalMultiplier { get; set; } /// /// Exchange Transaction Charge calculation Factor /// protected virtual decimal ExchangeTransactionChargeMultiplier { get; set; } /// /// State Tax calculation Factor /// protected virtual decimal StateTaxMultiplier { get; set; } /// /// Sebi Charges calculation Factor /// protected virtual decimal SebiChargesMultiplier { get; set; } /// /// Stamp Charges calculation Factor /// protected virtual decimal StampChargesMultiplier { get; set; } /// /// Checks if Stamp Charges is calculated from order valur or turnover /// protected virtual bool IsStampChargesFromOrderValue { get; set; } /// /// Gets the order fee associated with the specified order. /// /// /// A object containing the security and order /// public OrderFee GetOrderFee(OrderFeeParameters parameters) { if (parameters.Security == null) { return OrderFee.Zero; } var orderValue = parameters.Order.GetValue(parameters.Security); var fee = GetFee(orderValue); return new OrderFee(new CashAmount(fee, Currencies.INR)); } private decimal GetFee(decimal orderValue) { bool isSell = orderValue < 0; orderValue = Math.Abs(orderValue); var multiplied = orderValue * BrokerageMultiplier; var brokerage = (multiplied > MaxBrokerage) ? MaxBrokerage : Math.Round(multiplied, 2); var turnover = Math.Round(orderValue, 2); decimal securitiesTransactionTaxTotal = 0; if (isSell) { securitiesTransactionTaxTotal = Math.Round(orderValue * SecuritiesTransactionTaxTotalMultiplier, 2); } var exchangeTransactionCharge = Math.Round(turnover * ExchangeTransactionChargeMultiplier, 2); var clearingCharge = 0; var stateTax = Math.Round(StateTaxMultiplier * (brokerage + exchangeTransactionCharge), 2); var sebiCharges = Math.Round((turnover * SebiChargesMultiplier), 2); decimal stampCharges = 0; if (!isSell) { if (IsStampChargesFromOrderValue) { stampCharges = Math.Round((orderValue * StampChargesMultiplier), 2); } else { stampCharges = Math.Round((turnover * StampChargesMultiplier), 2); } } var totalTax = Math.Round(brokerage + securitiesTransactionTaxTotal + exchangeTransactionCharge + stampCharges + clearingCharge + stateTax + sebiCharges, 2); return totalTax; } } }