/* * 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 System.Linq; using Moq; using NUnit.Framework; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Orders; using QuantConnect.Orders.Fees; using QuantConnect.Securities; using QuantConnect.Securities.Cfd; using QuantConnect.Securities.Crypto; using QuantConnect.Securities.Forex; using QuantConnect.Securities.Future; using QuantConnect.Securities.FutureOption; using QuantConnect.Securities.Option; using QuantConnect.Tests.Common.Securities; namespace QuantConnect.Tests.Common.Orders.Fees { [TestFixture] public class InteractiveBrokersFeeModelTests { private readonly IFeeModel _feeModel = new InteractiveBrokersFeeModel(); [Test] public void USAEquityMinimumFeeInUSD() { var security = SecurityTests.GetSecurity(); security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, 100, 100)); var fee = _feeModel.GetOrderFee( new OrderFeeParameters( security, new MarketOrder(security.Symbol, 1, DateTime.UtcNow) ) ); Assert.AreEqual(Currencies.USD, fee.Value.Currency); Assert.AreEqual(1m, fee.Value.Amount); } [Test] public void USAEquityFeeInUSD() { var security = SecurityTests.GetSecurity(); security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, 100, 100)); var fee = _feeModel.GetOrderFee( new OrderFeeParameters( security, new MarketOrder(security.Symbol, 1000, DateTime.UtcNow) ) ); Assert.AreEqual(Currencies.USD, fee.Value.Currency); Assert.AreEqual(5m, fee.Value.Amount); } [TestCaseSource(nameof(USAFuturesFeeTestCases))] public void USAFutureFee(Symbol symbol, decimal expectedFee) { var tz = TimeZones.NewYork; var future = new Future(symbol, SecurityExchangeHours.AlwaysOpen(tz), new Cash("USD", 0, 0), SymbolProperties.GetDefault("USD"), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache()); var security = (Security) (symbol.SecurityType == SecurityType.Future ? future : new FutureOption(symbol, SecurityExchangeHours.AlwaysOpen(tz), new Cash("USD", 0, 0), new OptionSymbolProperties(SymbolProperties.GetDefault("USD")), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache(), future)); var time = new DateTime(2022, 8, 18); security.SetMarketPrice(new Tick(time, security.Symbol, 100, 100)); var fee = _feeModel.GetOrderFee(new OrderFeeParameters(security, new MarketOrder(security.Symbol, 1000, time))); Assert.AreEqual(Currencies.USD, fee.Value.Currency); Assert.AreEqual(1000 * expectedFee, fee.Value.Amount); } [TestCase("USD", 70000, 0.00002 * 70000)] [TestCase("USD", 100000, 0.00002 * 100000)] [TestCase("USD", 10000, 1)] // The calculated fee will be under 1, but the minimum fee is 1 USD [TestCase("JPY", 3000000, 0.00002 * 3000000)] [TestCase("JPY", 1000000, 40)]// The calculated fee will be under 40, but the minimum fee is 40 JPY [TestCase("HKD", 600000, 0.00002 * 600000)] [TestCase("HKD", 200000, 10)]// The calculated fee will be under 10, but the minimum fee is 10 HKD public void CalculatesCFDFee(string quoteCurrency, decimal price, decimal expectedFee) { var security = new Cfd(Symbols.DE10YBEUR, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), new Cash(quoteCurrency, 0, 0), SymbolProperties.GetDefault(quoteCurrency), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache()); security.QuoteCurrency.ConversionRate = 1; security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, price, price)); var order = new MarketOrder(security.Symbol, 1, DateTime.UtcNow); var fee = _feeModel.GetOrderFee(new OrderFeeParameters(security, order)); Assert.AreEqual(quoteCurrency, fee.Value.Currency); Assert.AreEqual(expectedFee, fee.Value.Amount); } [TestCase(false)] [TestCase(true)] public void HongKongFutureFee(bool canonical) { var symbol = Symbols.CreateFutureSymbol(Futures.Indices.HangSeng, SecurityIdentifier.DefaultDate); if (!canonical) { symbol = Symbols.CreateFutureSymbol(Futures.Indices.HangSeng, FuturesExpiryFunctions.FuturesExpiryFunction(symbol)(new DateTime(2021, 12, 1))); } var entry = MarketHoursDatabase.FromDataFolder().GetEntry(symbol.ID.Market, symbol, symbol.SecurityType); var properties = SymbolPropertiesDatabase.FromDataFolder() .GetSymbolProperties(symbol.ID.Market, symbol, symbol.SecurityType, null); var security = new Future(symbol, entry.ExchangeHours, new Cash(properties.QuoteCurrency, 0, 0), properties, ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache() ); security.SetMarketPrice(new Tick(new DateTime(2021, 12, 1), security.Symbol, 100, 100)); var fee = _feeModel.GetOrderFee( new OrderFeeParameters( security, new MarketOrder(security.Symbol, 1000, new DateTime(2021, 12, 1)) ) ); Assert.AreEqual(Currencies.HKD, fee.Value.Currency); Assert.AreEqual(1000 * 40m, fee.Value.Amount); } [TestCase(OrderType.ComboMarket, 0.01, 250)] [TestCase(OrderType.ComboLimit, 0.01, 250)] [TestCase(OrderType.ComboLegLimit, 0.01, 250)] [TestCase(OrderType.Limit, 0.01, 250)] [TestCase(OrderType.StopLimit, 0.01, 250)] [TestCase(OrderType.LimitIfTouched, 0.01, 250)] [TestCase(OrderType.StopMarket, 0.01, 250)] [TestCase(OrderType.TrailingStop, 0.01, 250)] [TestCase(OrderType.Market, 0.01, 250)] [TestCase(OrderType.MarketOnClose, 0.01, 250)] [TestCase(OrderType.MarketOnOpen, 0.01, 250)] [TestCase(OrderType.ComboMarket, 0.2, 650)] [TestCase(OrderType.ComboLimit, 0.2, 650)] [TestCase(OrderType.ComboLegLimit, 0.2, 650)] [TestCase(OrderType.Limit, 0.2, 650)] [TestCase(OrderType.StopLimit, 0.2, 650)] [TestCase(OrderType.LimitIfTouched, 0.2, 650)] [TestCase(OrderType.StopMarket, 0.2, 650)] [TestCase(OrderType.TrailingStop, 0.2, 650)] [TestCase(OrderType.Market, 0.2, 650)] [TestCase(OrderType.MarketOnClose, 0.2, 650)] [TestCase(OrderType.MarketOnOpen, 0.2, 650)] [TestCase(OrderType.ComboMarket, 0.07, 500)] [TestCase(OrderType.ComboLimit, 0.07, 500)] [TestCase(OrderType.ComboLegLimit, 0.07, 500)] [TestCase(OrderType.Limit, 0.07, 500)] [TestCase(OrderType.StopLimit, 0.07, 500)] [TestCase(OrderType.LimitIfTouched, 0.07, 500)] [TestCase(OrderType.StopMarket, 0.07, 500)] [TestCase(OrderType.TrailingStop, 0.07, 500)] [TestCase(OrderType.Market, 0.07, 500)] [TestCase(OrderType.MarketOnClose, 0.07, 500)] [TestCase(OrderType.MarketOnOpen, 0.07, 500)] public void USAOptionFee(OrderType orderType, double price, double expectedFees) { var optionPrice = (decimal)price; var tz = TimeZones.NewYork; var security = new Option(Symbols.SPY_C_192_Feb19_2016, SecurityExchangeHours.AlwaysOpen(tz), new Cash("USD", 0, 0), new OptionSymbolProperties(SymbolProperties.GetDefault("USD")), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache(), null ); security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, optionPrice, 0)); var order = (new Mock()).Object; var groupOrderManager = new GroupOrderManager(0, 2, 10); switch (orderType) { case OrderType.ComboMarket: order = new ComboMarketOrder(security.Symbol, 1000, DateTime.UtcNow, groupOrderManager); break; case OrderType.ComboLimit: order = new ComboLimitOrder(security.Symbol, 1000, optionPrice, DateTime.UtcNow, groupOrderManager); break; case OrderType.ComboLegLimit: order = new ComboLegLimitOrder(security.Symbol, 1000, optionPrice, DateTime.UtcNow, groupOrderManager); break; case OrderType.Limit: order = new LimitOrder(security.Symbol, 1000, optionPrice, DateTime.UtcNow); break; case OrderType.StopLimit: order = new StopLimitOrder(security.Symbol, 1000, optionPrice, optionPrice, DateTime.UtcNow); break; case OrderType.LimitIfTouched: order = new LimitIfTouchedOrder(security.Symbol, 1000, optionPrice, optionPrice, DateTime.UtcNow); break; case OrderType.StopMarket: order = new StopMarketOrder(security.Symbol, 1000, optionPrice, DateTime.UtcNow); break; case OrderType.TrailingStop: order = new TrailingStopOrder(security.Symbol, 1000, optionPrice, optionPrice, false, DateTime.UtcNow); break; case OrderType.Market: order = new MarketOrder(security.Symbol, 1000, DateTime.UtcNow); break; case OrderType.MarketOnClose: order = new MarketOnCloseOrder(security.Symbol, 1000, DateTime.UtcNow); break; case OrderType.MarketOnOpen: order = new MarketOnOpenOrder(security.Symbol, 1000, DateTime.UtcNow); break; } var fee = _feeModel.GetOrderFee( new OrderFeeParameters( security, order ) ); Assert.AreEqual(Currencies.USD, fee.Value.Currency); Assert.AreEqual((decimal)expectedFees, fee.Value.Amount); } [Test] public void USAOptionMinimumFee() { var tz = TimeZones.NewYork; var security = new Option(Symbols.SPY_C_192_Feb19_2016, SecurityExchangeHours.AlwaysOpen(tz), new Cash("USD", 0, 0), new OptionSymbolProperties(SymbolProperties.GetDefault("USD")), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache(), null ); security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, 100, 100)); var fee = _feeModel.GetOrderFee( new OrderFeeParameters( security, new MarketOrder(security.Symbol, 1, DateTime.UtcNow) ) ); Assert.AreEqual(Currencies.USD, fee.Value.Currency); Assert.AreEqual(1m, fee.Value.Amount); } [Test] public void ForexFee_NonUSD() { var tz = TimeZones.NewYork; var security = new Forex( SecurityExchangeHours.AlwaysOpen(tz), new Cash("GBP", 0, 0), new Cash("EUR", 0, 0), new SubscriptionDataConfig(typeof(TradeBar), Symbols.EURGBP, Resolution.Minute, tz, tz, true, false, false), new SymbolProperties("EURGBP", "GBP", 1, 0.01m, 0.00000001m, string.Empty), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null ); security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, 100, 100)); var fee = _feeModel.GetOrderFee( new OrderFeeParameters( security, new MarketOrder(security.Symbol, 1, DateTime.UtcNow) ) ); Assert.AreEqual(Currencies.USD, fee.Value.Currency); Assert.AreEqual(2m, fee.Value.Amount); } [Test] public void GetOrderFeeThrowsForUnsupportedSecurityType() { Assert.Throws( () => { var tz = TimeZones.NewYork; var security = new Crypto( Symbols.BTCUSD, SecurityExchangeHours.AlwaysOpen(tz), new Cash("USD", 0, 0), new Cash("BTC", 0, 0), SymbolProperties.GetDefault("USD"), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache() ); security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, 12000, 12000)); _feeModel.GetOrderFee( new OrderFeeParameters( security, new MarketOrder(security.Symbol, 1, DateTime.UtcNow) ) ); }); } private static TestCaseData[] USAFuturesFeeTestCases() { return new[] { // E-mini Futures new { Symbol = Futures.Indices.Dow30EMini, Type = SecurityType.Future, ExpectedFee = 2.15m }, new { Symbol = Futures.Indices.Russell2000EMini, Type = SecurityType.Future, ExpectedFee = 2.15m }, new { Symbol = Futures.Indices.SP500EMini, Type = SecurityType.Future, ExpectedFee = 2.15m }, new { Symbol = Futures.Indices.NASDAQ100EMini, Type = SecurityType.Future, ExpectedFee = 2.15m }, // E-mini Future options new { Symbol = Futures.Indices.Dow30EMini, Type = SecurityType.FutureOption, ExpectedFee = 1.42m }, new { Symbol = Futures.Indices.Russell2000EMini, Type = SecurityType.FutureOption, ExpectedFee = 1.42m }, new { Symbol = Futures.Indices.SP500EMini, Type = SecurityType.FutureOption, ExpectedFee = 1.42m }, new { Symbol = Futures.Indices.NASDAQ100EMini, Type = SecurityType.FutureOption, ExpectedFee = 1.42m }, // Micro E-mini Futures new { Symbol = Futures.Indices.MicroDow30EMini, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Indices.MicroRussell2000EMini, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Indices.MicroSP500EMini, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Indices.MicroNASDAQ100EMini, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Financials.MicroY2TreasuryBond, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Financials.MicroY5TreasuryBond, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Financials.MicroY10TreasuryNote, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Financials.MicroY30TreasuryBond, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Metals.MicroGold, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Metals.MicroSilver, Type = SecurityType.Future, ExpectedFee = 0.57m }, new { Symbol = Futures.Energy.MicroCrudeOilWTI, Type = SecurityType.Future, ExpectedFee = 0.57m }, // Micro E-mini Future options new { Symbol = Futures.Indices.MicroDow30EMini, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Indices.MicroRussell2000EMini, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Indices.MicroSP500EMini, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Indices.MicroNASDAQ100EMini, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Financials.MicroY2TreasuryBond, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Financials.MicroY5TreasuryBond, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Financials.MicroY10TreasuryNote, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Financials.MicroY30TreasuryBond, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Metals.MicroGold, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Metals.MicroSilver, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, new { Symbol = Futures.Energy.MicroCrudeOilWTI, Type = SecurityType.FutureOption, ExpectedFee = 0.47m }, // Cryptocurrency futures new { Symbol = Futures.Currencies.BTC, Type = SecurityType.Future, ExpectedFee = 11.02m }, new { Symbol = Futures.Currencies.ETH, Type = SecurityType.Future, ExpectedFee = 7.02m }, new { Symbol = Futures.Currencies.MicroBTC, Type = SecurityType.Future, ExpectedFee = 4.77m }, new { Symbol = Futures.Currencies.BTICMicroBTC, Type = SecurityType.Future, ExpectedFee = 4.77m }, new { Symbol = Futures.Currencies.MicroEther, Type = SecurityType.Future, ExpectedFee = 0.42m }, new { Symbol = Futures.Currencies.BTICMicroEther, Type = SecurityType.Future, ExpectedFee = 0.42m }, // Cryptocurrency future options new { Symbol = Futures.Currencies.BTC, Type = SecurityType.FutureOption, ExpectedFee = 10.02m }, new { Symbol = Futures.Currencies.ETH, Type = SecurityType.FutureOption, ExpectedFee = 7.02m }, new { Symbol = Futures.Currencies.MicroBTC, Type = SecurityType.FutureOption, ExpectedFee = 3.77m }, new { Symbol = Futures.Currencies.BTICMicroBTC, Type = SecurityType.FutureOption, ExpectedFee = 3.77m }, new { Symbol = Futures.Currencies.MicroEther, Type = SecurityType.FutureOption, ExpectedFee = 0.32m }, new { Symbol = Futures.Currencies.BTICMicroEther, Type = SecurityType.FutureOption, ExpectedFee = 0.32m }, // E-mini FX (currencies) Futures new { Symbol = Futures.Currencies.EuroFXEmini, Type = SecurityType.Future, ExpectedFee = 1.37m }, new { Symbol = Futures.Currencies.JapaneseYenEmini, Type = SecurityType.Future, ExpectedFee = 1.37m }, // Micro E-mini FX (currencies) Futures new { Symbol = Futures.Currencies.MicroAUD, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroEUR, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroGBP, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroCADUSD, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroJPY, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroCHF, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroUSDJPY, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroINRUSD, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroCAD, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroUSDCHF, Type = SecurityType.Future, ExpectedFee = 0.41m }, new { Symbol = Futures.Currencies.MicroUSDCNH, Type = SecurityType.Future, ExpectedFee = 0.41m }, // Other futures new { Symbol = Futures.Metals.MicroGoldTAS, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Metals.MicroPalladium, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroGasoilZeroPointOnePercentBargesFOBARAPlatts, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroCoalAPIFivefobNewcastleArgusMcCloskey, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroSingaporeFuelOil380CSTPlatts, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Currencies.USD, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Currencies.CAD, Type = SecurityType.Future, ExpectedFee = 2.47m }, new { Symbol = Futures.Currencies.EUR, Type = SecurityType.Future, ExpectedFee = 2.47m }, // Other future options new { Symbol = Futures.Metals.MicroGoldTAS, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Metals.MicroPalladium, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroGasoilZeroPointOnePercentBargesFOBARAPlatts, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroCoalAPIFivefobNewcastleArgusMcCloskey, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroSingaporeFuelOil380CSTPlatts, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Energy.MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Currencies.USD, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Currencies.CAD, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, new { Symbol = Futures.Currencies.EUR, Type = SecurityType.FutureOption, ExpectedFee = 2.47m }, }.Select(x => { var symbol = Symbols.CreateFutureSymbol(x.Symbol, SecurityIdentifier.DefaultDate); if (x.Type == SecurityType.FutureOption) { symbol = Symbols.CreateFutureOptionSymbol(symbol, OptionRight.Call, 0m, SecurityIdentifier.DefaultDate); } return new TestCaseData(symbol, x.ExpectedFee); }).ToArray(); } } }